-53.4%
W vs FLR
+116.5%
-169.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.3% | -3.7% | +0.5% |
| 7D | +3.3% | +8.5% | -5.2% | -0.9% |
| 30D | +10.5% | -0.7% | +11.2% | +10.5% |
| 3M | +9.6% | -11.7% | +21.3% | +15.3% |
| 6M | +76.4% | +16.2% | +60.2% | +59.5% |
| YTD | +16.4% | +27.0% | -10.6% | -2.2% |
| 1Y | +9.3% | +10.1% | -0.7% | -1.3% |
| 3Y | +172.8% | +46.2% | +126.6% | +89.7% |
| 5Y | -53.4% | +121.4% | -174.8% | -74.0% |
| All | -53.4% | +116.5% | -169.8% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling