-60.0%
Z vs FLR
+8.5%
-68.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.0% |
| 7D | -4.9% | +10.1% | -15.0% | -5.8% |
| 30D | +3.0% | -0.5% | +3.4% | +3.2% |
| 3M | -13.4% | -4.8% | -8.6% | -12.9% |
| 6M | -27.3% | +10.7% | -38.0% | -30.5% |
| YTD | -57.8% | +25.0% | -82.7% | -60.9% |
| 1Y | -60.0% | +8.3% | -68.3% | -60.6% |
| All | -60.0% | +8.5% | -68.5% | -60.6% |
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