-15.6%
Z vs FLR
+7.4%
-23.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.7% |
| 7D | +0.8% | +5.4% | -4.5% | -0.3% |
| 30D | +5.2% | +2.8% | +2.4% | +4.3% |
| 3M | -17.0% | -6.4% | -10.6% | -16.3% |
| 6M | -22.7% | +8.8% | -31.4% | -25.4% |
| YTD | -56.3% | +23.6% | -79.9% | -59.3% |
| 1Y | -57.7% | +13.8% | -71.5% | -59.8% |
| 3Y | -16.5% | +36.5% | -53.0% | -26.8% |
| 5Y | -53.4% | +119.3% | -172.7% | -63.4% |
| All | -15.6% | +7.4% | -23.0% | -41.3% |
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 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