+210.1%
W vs FLR
+7.4%
+202.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | +0.2% | +5.4% | -5.2% | -1.3% |
| 30D | +6.8% | +2.8% | +4.0% | +5.9% |
| 3M | +10.7% | -6.4% | +17.1% | +12.2% |
| 6M | +86.3% | +8.8% | +77.6% | +80.6% |
| YTD | +11.5% | +23.6% | -12.1% | +3.3% |
| 1Y | +5.1% | +13.8% | -8.7% | -0.6% |
| 3Y | +171.0% | +36.5% | +134.5% | +141.0% |
| 5Y | -56.6% | +119.3% | -176.0% | -65.2% |
| All | +210.1% | +7.4% | +202.7% | +190.4% |
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