-53.6%
Z vs FLR
+2.5%
-56.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.8% | +10.2% | +9.5% |
| 7D | +10.2% | +1.4% | +8.8% | +10.0% |
| 30D | +23.7% | -5.9% | +29.6% | +24.7% |
| 3M | -6.6% | -7.6% | +1.1% | -6.0% |
| 6M | -23.0% | -9.3% | -13.7% | -22.6% |
| YTD | -50.3% | +20.1% | -70.4% | -53.6% |
| 1Y | -53.6% | +3.0% | -56.6% | -54.2% |
| All | -53.6% | +2.5% | -56.1% | -54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling