-25.4%
FN vs FLR
+7.1%
-32.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -4.9% |
| 7D | -4.1% | +5.1% | -9.2% | -7.0% |
| 30D | -28.3% | -0.5% | -27.9% | -27.5% |
| 3M | -33.9% | -3.5% | -30.4% | -32.1% |
| 6M | -43.9% | +16.5% | -60.4% | -49.6% |
| YTD | -23.4% | +27.3% | -50.7% | -40.6% |
| 1Y | -25.4% | +10.6% | -36.0% | -30.3% |
| All | -25.4% | +7.1% | -32.5% | -30.3% |
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