+209.8%
W vs FLR
-14.7%
+224.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.3% | -3.7% | +2.3% |
| 7D | +3.3% | +8.5% | -5.2% | +1.0% |
| 30D | +10.5% | -0.7% | +11.2% | +10.6% |
| 3M | +9.6% | -11.7% | +21.3% | +12.9% |
| 6M | +76.4% | +16.2% | +60.2% | +67.7% |
| YTD | +16.4% | +27.0% | -10.6% | +7.1% |
| 1Y | +9.3% | +10.1% | -0.7% | +4.3% |
| 3Y | +172.8% | +46.2% | +126.6% | +138.2% |
| 5Y | -53.4% | +121.4% | -174.8% | -62.9% |
| 10Y | +243.6% | +11.0% | +232.6% | +211.4% |
| All | +209.8% | -14.7% | +224.5% | +172.5% |
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