+3,306.4%
V vs FLR
-13.6%
+3,320.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.3% | -8.4% | -1.8% |
| 7D | -0.8% | +8.5% | -9.3% | -2.5% |
| 30D | +9.5% | -0.7% | +10.2% | +9.4% |
| 3M | +16.7% | -11.7% | +28.4% | +18.9% |
| 6M | +32.9% | +16.2% | +16.7% | +26.4% |
| YTD | +21.1% | +27.0% | -5.9% | +11.9% |
| 1Y | +26.6% | +10.1% | +16.6% | +20.5% |
| 3Y | +78.4% | +46.2% | +32.2% | +51.8% |
| 5Y | +105.5% | +121.4% | -16.0% | +53.8% |
| 10Y | +444.2% | +11.0% | +433.3% | +316.8% |
| All | +3,306.4% | -13.6% | +3,320.0% | +2,356.7% |
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