+163.6%
W vs FLR
-4.8%
+168.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.9% | +3.2% |
| 7D | -4.2% | +5.4% | -9.6% | -5.7% |
| 30D | -7.6% | +11.4% | -19.0% | -10.8% |
| 3M | +37.2% | +11.4% | +25.8% | +32.3% |
| 6M | +26.3% | +16.6% | +9.7% | +19.4% |
| YTD | -1.0% | +41.7% | -42.7% | -11.4% |
| 1Y | +20.1% | +35.4% | -15.3% | +8.4% |
| 3Y | +37.8% | +57.3% | -19.5% | +18.1% |
| 5Y | -63.7% | +241.0% | -304.6% | -73.7% |
| 10Y | +156.3% | +16.6% | +139.7% | +128.6% |
| All | +163.6% | -4.8% | +168.4% | +125.6% |
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