+533.2%
XYZ vs FLR
+28.2%
+505.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.1% |
| 7D | -1.0% | +5.4% | -6.4% | -2.4% |
| 30D | -1.7% | +11.4% | -13.1% | -5.0% |
| 3M | +16.7% | +11.4% | +5.3% | +12.4% |
| 6M | +26.9% | +16.6% | +10.2% | +19.1% |
| YTD | +27.1% | +41.7% | -14.6% | +13.5% |
| 1Y | +9.3% | +35.4% | -26.2% | -1.6% |
| 3Y | +42.3% | +57.3% | -15.0% | +21.7% |
| 5Y | -69.3% | +241.0% | -310.3% | -78.0% |
| 10Y | +586.8% | +16.6% | +570.2% | +580.1% |
| All | +533.2% | +28.2% | +505.0% | +476.3% |
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