+2,926.4%
V vs FLR
-3.6%
+2,930.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -0.5% |
| 7D | -1.7% | +5.4% | -7.1% | -2.8% |
| 30D | +2.0% | +11.4% | -9.4% | -0.9% |
| 3M | +17.4% | +11.4% | +6.0% | +13.3% |
| 6M | +17.5% | +16.6% | +0.9% | +11.4% |
| YTD | +7.6% | +41.7% | -34.1% | -2.4% |
| 1Y | +7.7% | +35.4% | -27.7% | -1.9% |
| 3Y | +54.7% | +57.3% | -2.7% | +30.0% |
| 5Y | +73.0% | +241.0% | -167.9% | +17.6% |
| 10Y | +390.9% | +16.6% | +374.2% | +274.4% |
| All | +2,926.4% | -3.6% | +2,930.1% | +2,043.3% |
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