+173.5%
FN vs FLR
+93.7%
+79.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +3.3% | +8.3% | +10.1% |
| 7D | 0.0% | -0.8% | +0.8% | +1.0% |
| 30D | -34.3% | -9.1% | -25.2% | -30.7% |
| 3M | -39.9% | -4.7% | -35.2% | -38.4% |
| 6M | -51.8% | -14.2% | -37.6% | -48.4% |
| YTD | -28.1% | +17.3% | -45.4% | -32.3% |
| 1Y | -29.1% | +4.3% | -33.3% | -29.8% |
| 3Y | +102.4% | +30.7% | +71.7% | +78.6% |
| All | +173.5% | +93.7% | +79.8% | +112.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling