+220.4%
W vs FLR
+9.0%
+211.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -7.4% | +6.3% | -13.7% | -8.9% |
| 30D | +7.8% | +1.8% | +6.0% | +7.1% |
| 3M | +10.9% | -4.4% | +15.3% | +11.8% |
| 6M | +86.4% | +15.9% | +70.6% | +77.5% |
| YTD | +14.0% | +27.7% | -13.8% | +4.7% |
| 1Y | +3.5% | +11.6% | -8.1% | -1.6% |
| 3Y | +164.8% | +39.9% | +124.9% | +133.8% |
| 5Y | -53.1% | +127.5% | -180.6% | -62.8% |
| 10Y | +220.4% | +11.6% | +208.9% | +192.9% |
| All | +220.4% | +9.0% | +211.5% | +192.9% |
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