+5.6%
XYZ vs FLR
+36.1%
-30.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.4% |
| 3M | +14.6% | +14.3% | +0.2% | +10.5% |
| 6M | +20.8% | +25.6% | -4.8% | +9.6% |
| YTD | +23.1% | +42.9% | -19.8% | +5.7% |
| 1Y | +5.6% | +38.7% | -33.1% | -8.4% |
| All | +5.6% | +36.1% | -30.5% | -8.4% |
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