-18.5%
FN vs FLR
+8.4%
-26.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.1% | -6.2% | -6.5% |
| 7D | +0.3% | +5.4% | -5.1% | -3.3% |
| 30D | -16.5% | +2.8% | -19.4% | -17.1% |
| 3M | -42.1% | -6.4% | -35.7% | -39.1% |
| 6M | -52.9% | +8.8% | -61.7% | -55.2% |
| YTD | -28.0% | +23.6% | -51.6% | -40.7% |
| 1Y | -18.5% | +13.8% | -32.3% | -26.0% |
| All | -18.5% | +8.4% | -26.9% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling