+16.8%
FLR vs NTRS
+259.9%
-243.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.4% |
| 7D | -3.5% | +1.4% | -4.9% | -4.5% |
| 30D | +4.2% | -0.7% | +4.8% | +4.5% |
| 3M | +8.1% | +11.3% | -3.2% | -0.6% |
| 6M | +21.5% | +35.5% | -14.0% | -3.7% |
| YTD | +36.8% | +40.6% | -3.8% | +5.1% |
| 1Y | +31.2% | +49.2% | -18.0% | -3.6% |
| 3Y | +53.9% | +167.2% | -113.3% | -29.2% |
| 5Y | +243.0% | +94.9% | +148.1% | +88.9% |
| All | +16.8% | +259.9% | -243.1% | -59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling