+9.2%
Z vs FLR
+7.0%
+2.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -5.5% | -5.1% | -9.5% |
| 7D | -2.3% | -5.4% | +3.2% | -1.0% |
| 30D | +9.4% | -13.5% | +22.9% | +12.5% |
| 3M | -16.1% | -10.8% | -5.3% | -14.7% |
| 6M | -30.4% | -15.1% | -15.3% | -29.3% |
| YTD | -55.6% | +13.5% | -69.1% | -57.9% |
| 1Y | -58.5% | -5.1% | -53.4% | -59.1% |
| 3Y | -19.6% | +22.7% | -42.3% | -28.2% |
| 5Y | -54.1% | +94.8% | -148.9% | -63.5% |
| 10Y | -12.1% | +8.7% | -20.8% | -37.3% |
| All | +9.2% | +7.0% | +2.2% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling