+804.7%
FN vs FLR
+9.0%
+795.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.4% | +5.5% | +5.8% |
| 7D | +8.0% | +6.3% | +1.7% | +6.7% |
| 30D | -19.1% | +1.8% | -21.0% | -19.0% |
| 3M | -29.8% | -4.4% | -25.4% | -28.6% |
| 6M | -43.2% | +15.9% | -59.0% | -44.7% |
| YTD | -18.9% | +27.7% | -46.7% | -22.9% |
| 1Y | -17.9% | +11.6% | -29.5% | -19.3% |
| 3Y | +120.1% | +39.9% | +80.2% | +104.4% |
| 5Y | +206.7% | +127.5% | +79.2% | +156.9% |
| 10Y | +804.7% | +11.6% | +793.1% | +710.0% |
| All | +804.7% | +9.0% | +795.7% | +710.0% |
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