+35.4%
FLR vs NTRS
+46.5%
-11.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | +5.4% | -0.1% | +5.5% | +5.4% |
| 30D | +11.4% | +1.2% | +10.2% | +10.2% |
| 3M | +11.4% | +8.3% | +3.1% | +5.3% |
| 6M | +16.6% | +30.0% | -13.3% | -2.9% |
| YTD | +41.7% | +38.0% | +3.7% | +11.3% |
| 1Y | +35.4% | +47.4% | -12.0% | +0.8% |
| All | +35.4% | +46.5% | -11.1% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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