-68.9%
XYZ vs FLR
+242.2%
-311.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.9% |
| 3M | +16.7% | +11.4% | +5.3% | +9.6% |
| 6M | +26.9% | +16.6% | +10.2% | +14.1% |
| YTD | +27.1% | +41.7% | -14.6% | +4.6% |
| 1Y | +9.3% | +35.4% | -26.2% | -9.0% |
| 3Y | +42.3% | +57.3% | -15.0% | +3.7% |
| All | -68.9% | +242.2% | -311.1% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling