-14.5%
Z vs FLR
+17.5%
-32.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.3% | -4.5% | +2.1% |
| 7D | -5.2% | +8.5% | -13.7% | -6.8% |
| 30D | +5.7% | -0.7% | +6.4% | +5.6% |
| 3M | -8.7% | -11.7% | +3.0% | -6.9% |
| 6M | -26.0% | +16.2% | -42.2% | -29.7% |
| YTD | -55.0% | +27.0% | -82.0% | -58.3% |
| 1Y | -58.0% | +10.1% | -68.1% | -59.9% |
| 3Y | -15.2% | +46.2% | -61.4% | -26.6% |
| 5Y | -53.8% | +121.4% | -175.2% | -63.8% |
| 10Y | -14.5% | +11.0% | -25.5% | -39.5% |
| All | -14.5% | +17.5% | -32.0% | -39.5% |
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