+2.2%
FLR vs NWSA
+127.4%
-125.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.4% |
| 7D | +5.4% | -1.9% | +7.3% | +6.5% |
| 30D | +11.4% | +4.6% | +6.8% | +8.1% |
| 3M | +11.4% | +13.2% | -1.8% | +2.1% |
| 6M | +16.6% | +27.0% | -10.4% | -0.4% |
| YTD | +41.7% | +16.8% | +24.9% | +26.2% |
| 1Y | +35.4% | +4.5% | +30.9% | +27.9% |
| 3Y | +57.3% | +46.2% | +11.1% | +21.7% |
| 5Y | +241.0% | +40.9% | +200.1% | +159.0% |
| 10Y | +16.6% | +145.1% | -128.5% | -39.7% |
| All | +2.2% | +127.4% | -125.2% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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