+554.0%
XYZ vs FLR
+6.1%
+547.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +0.9% |
| 7D | +12.1% | -0.8% | +13.0% | +12.3% |
| 30D | +12.4% | -9.1% | +21.5% | +14.9% |
| 3M | +8.2% | -4.7% | +12.8% | +8.3% |
| 6M | +20.7% | -14.2% | +34.9% | +22.6% |
| YTD | +31.3% | +17.3% | +14.0% | +22.5% |
| 1Y | +20.5% | +4.3% | +16.3% | +15.8% |
| 3Y | +72.6% | +30.7% | +41.9% | +54.1% |
| 5Y | -64.0% | +101.3% | -165.3% | -71.0% |
| 10Y | +601.8% | +12.4% | +589.4% | +582.1% |
| All | +554.0% | +6.1% | +547.9% | +522.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling