-16.0%
Z vs FLR
+10.4%
-26.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.6% |
| 7D | -6.5% | +5.1% | -11.6% | -7.4% |
| 30D | -0.1% | -0.5% | +0.4% | -0.3% |
| 3M | -14.1% | -3.5% | -10.7% | -13.9% |
| 6M | -30.1% | +16.5% | -46.5% | -33.6% |
| YTD | -57.5% | +27.3% | -84.8% | -60.7% |
| 1Y | -60.3% | +10.6% | -71.0% | -62.1% |
| 3Y | -21.0% | +39.4% | -60.4% | -31.0% |
| 5Y | -54.9% | +126.4% | -181.3% | -64.8% |
| 10Y | -16.0% | +8.4% | -24.4% | -41.0% |
| All | -16.0% | +10.4% | -26.4% | -41.0% |
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