+743.6%
FN vs FLR
+11.0%
+732.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +3.3% | +8.3% | +10.8% |
| 7D | 0.0% | -0.8% | +0.8% | +0.5% |
| 30D | -34.3% | -9.1% | -25.2% | -32.3% |
| 3M | -39.9% | -4.7% | -35.2% | -38.9% |
| 6M | -51.8% | -14.2% | -37.6% | -49.8% |
| YTD | -28.1% | +17.3% | -45.4% | -30.2% |
| 1Y | -29.1% | +4.3% | -33.3% | -29.1% |
| 3Y | +102.4% | +30.7% | +71.7% | +91.4% |
| 5Y | +171.7% | +101.3% | +70.4% | +134.3% |
| All | +743.6% | +11.0% | +732.6% | +705.1% |
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