+577.6%
XYZ vs FLR
+14.9%
+562.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.3% | -4.7% | +1.5% |
| 7D | +14.9% | +8.5% | +6.4% | +12.5% |
| 30D | +14.7% | -0.7% | +15.3% | +14.6% |
| 3M | +12.1% | -11.7% | +23.8% | +14.9% |
| 6M | +18.3% | +16.2% | +2.1% | +11.9% |
| YTD | +36.1% | +27.0% | +9.1% | +24.4% |
| 1Y | +35.3% | +10.1% | +25.2% | +28.3% |
| 3Y | +73.5% | +46.2% | +27.3% | +50.7% |
| 5Y | -61.6% | +121.4% | -183.1% | -69.8% |
| 10Y | +638.0% | +11.0% | +627.0% | +631.0% |
| All | +577.6% | +14.9% | +562.7% | +531.6% |
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