+162.2%
W vs FLR
+17.1%
+145.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.3% | +1.0% |
| 7D | +5.9% | -3.1% | +9.0% | +6.8% |
| 30D | -3.0% | +4.9% | -8.0% | -4.5% |
| 3M | +40.3% | +10.8% | +29.5% | +35.6% |
| 6M | +32.2% | +19.7% | +12.6% | +24.2% |
| YTD | -0.3% | +38.4% | -38.6% | -10.1% |
| 1Y | +16.2% | +34.7% | -18.5% | +5.1% |
| 3Y | +40.7% | +56.7% | -15.9% | +21.0% |
| 5Y | -62.3% | +241.6% | -304.0% | -72.5% |
| 10Y | +162.2% | +20.2% | +142.0% | +131.3% |
| All | +162.2% | +17.1% | +145.1% | +131.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling