+195.5%
W vs FLR
-16.0%
+211.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.0% |
| 7D | -1.7% | +10.1% | -11.8% | -4.3% |
| 30D | +3.2% | -0.5% | +3.7% | +3.2% |
| 3M | +8.3% | -4.8% | +13.1% | +9.3% |
| 6M | +84.3% | +10.7% | +73.6% | +77.7% |
| YTD | +11.0% | +25.0% | -13.9% | +2.6% |
| 1Y | -0.2% | +8.3% | -8.5% | -4.3% |
| 3Y | +157.9% | +36.8% | +121.1% | +128.9% |
| 5Y | -56.8% | +121.8% | -178.6% | -65.6% |
| 10Y | +212.2% | +9.2% | +203.0% | +184.3% |
| All | +195.5% | -16.0% | +211.6% | +161.2% |
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