+30.1%
XYZ vs FLR
+12.7%
+17.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -2.2% | +6.3% | -8.5% | -3.2% |
| 30D | +11.6% | +1.8% | +9.8% | +11.1% |
| 3M | +8.4% | -4.4% | +12.8% | +8.9% |
| 6M | +17.2% | +15.9% | +1.3% | +11.8% |
| YTD | +31.7% | +27.7% | +4.0% | +11.8% |
| 1Y | +30.1% | +11.6% | +18.4% | +19.4% |
| All | +30.1% | +12.7% | +17.3% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling