-39.0%
U vs FLR
+489.9%
-529.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.3% |
| 7D | -3.8% | +5.4% | -9.2% | -5.4% |
| 30D | +17.5% | +11.4% | +6.1% | +12.8% |
| 3M | +38.7% | +11.4% | +27.3% | +32.5% |
| 6M | +104.4% | +16.6% | +87.8% | +89.5% |
| YTD | -5.7% | +41.7% | -47.4% | -17.8% |
| 1Y | +3.7% | +35.4% | -31.7% | -8.4% |
| 3Y | +12.3% | +57.3% | -45.0% | -7.4% |
| 5Y | -68.8% | +241.0% | -309.8% | -76.7% |
| All | -39.0% | +489.9% | -529.0% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling