+107.9%
FN vs FLR
+47.2%
+60.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -4.9% |
| 7D | -4.1% | +5.1% | -9.2% | -6.2% |
| 30D | -28.3% | -0.5% | -27.9% | -27.3% |
| 3M | -33.9% | -3.5% | -30.4% | -32.1% |
| 6M | -43.9% | +16.5% | -60.4% | -47.9% |
| YTD | -23.4% | +27.3% | -50.7% | -32.5% |
| 1Y | -25.4% | +10.6% | -36.0% | -29.2% |
| 3Y | +107.9% | +39.4% | +68.5% | +61.5% |
| All | +107.9% | +47.2% | +60.7% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling