-68.3%
U vs FLR
+245.1%
-313.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.7% |
| 7D | +4.4% | -3.1% | +7.5% | +5.6% |
| 30D | -1.3% | +4.9% | -6.2% | -3.5% |
| 3M | +49.6% | +10.8% | +38.8% | +40.9% |
| 6M | +100.2% | +19.7% | +80.5% | +78.2% |
| YTD | -3.7% | +38.4% | -42.0% | -19.6% |
| 1Y | -6.5% | +34.7% | -41.2% | -21.2% |
| 3Y | +12.9% | +56.7% | -43.8% | -16.9% |
| 5Y | -68.3% | +241.6% | -309.9% | -82.0% |
| All | -68.3% | +245.1% | -313.3% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling