+580.0%
XYZ vs FLR
+18.9%
+561.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.4% |
| 7D | +2.9% | +0.7% | +2.2% | +2.7% |
| 30D | +1.4% | -0.7% | +2.1% | +1.3% |
| 3M | +14.6% | +14.3% | +0.2% | +9.7% |
| 6M | +20.8% | +25.6% | -4.8% | +11.6% |
| YTD | +23.1% | +42.9% | -19.8% | +10.0% |
| 1Y | +5.6% | +38.7% | -33.1% | -5.1% |
| 3Y | +50.9% | +61.8% | -10.9% | +29.0% |
| 5Y | -68.6% | +254.1% | -322.7% | -77.2% |
| 10Y | +580.0% | +20.0% | +559.9% | +572.7% |
| All | +580.0% | +18.9% | +561.1% | +572.7% |
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