+906.2%
FN vs FLR
+16.7%
+889.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.5% | +3.7% |
| 7D | -1.7% | +5.4% | -7.1% | -3.0% |
| 30D | -22.0% | +11.4% | -33.4% | -24.2% |
| 3M | -43.0% | +11.4% | -54.4% | -44.5% |
| 6M | -27.7% | +16.6% | -44.4% | -30.3% |
| YTD | -10.5% | +41.7% | -52.2% | -17.5% |
| 1Y | +12.5% | +35.4% | -22.9% | +5.0% |
| 3Y | +153.8% | +57.3% | +96.5% | +127.5% |
| 5Y | +288.0% | +241.0% | +47.0% | +198.6% |
| All | +906.2% | +16.7% | +889.5% | +781.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling