+47.7%
XYZ vs FLR
+56.7%
-9.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.2% |
| 7D | -1.0% | +5.4% | -6.4% | -3.1% |
| 30D | -1.7% | +11.4% | -13.1% | -6.8% |
| 3M | +16.7% | +11.4% | +5.3% | +9.7% |
| 6M | +26.9% | +16.6% | +10.2% | +13.7% |
| YTD | +27.1% | +41.7% | -14.6% | +3.3% |
| 1Y | +9.3% | +35.4% | -26.2% | -10.1% |
| All | +47.7% | +56.7% | -9.1% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling