-0.9%
Z vs FLR
+16.7%
-17.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.6% |
| 7D | -3.0% | +5.4% | -8.4% | -4.1% |
| 30D | -4.2% | +11.4% | -15.6% | -6.8% |
| 3M | -3.7% | +11.4% | -15.1% | -7.1% |
| 6M | -24.5% | +16.6% | -41.1% | -28.3% |
| YTD | -49.3% | +41.7% | -91.0% | -53.9% |
| 1Y | -58.7% | +35.4% | -94.1% | -62.3% |
| 3Y | -34.1% | +57.3% | -91.5% | -43.7% |
| 5Y | -64.5% | +241.0% | -305.5% | -74.5% |
| All | -0.9% | +16.7% | -17.6% | -31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling