+102.4%
FN vs FLR
+27.4%
+75.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +3.3% | +8.3% | +9.8% |
| 7D | 0.0% | -0.8% | +0.8% | +1.2% |
| 30D | -34.3% | -9.1% | -25.2% | -30.0% |
| 3M | -39.9% | -4.7% | -35.2% | -38.2% |
| 6M | -51.8% | -14.2% | -37.6% | -47.9% |
| YTD | -28.1% | +17.3% | -45.4% | -33.6% |
| 1Y | -29.1% | +4.3% | -33.3% | -30.3% |
| 3Y | +102.4% | +30.7% | +71.7% | +74.2% |
| All | +102.4% | +27.4% | +75.0% | +74.2% |
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