+289.3%
FN vs FLR
+242.2%
+47.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.5% | +4.1% |
| 7D | -1.7% | +5.4% | -7.1% | -4.0% |
| 30D | -22.0% | +11.4% | -33.4% | -26.0% |
| 3M | -43.0% | +11.4% | -54.4% | -45.7% |
| 6M | -27.7% | +16.6% | -44.4% | -32.5% |
| YTD | -10.5% | +41.7% | -52.2% | -22.8% |
| 1Y | +12.5% | +35.4% | -22.9% | -0.9% |
| 3Y | +153.8% | +57.3% | +96.5% | +106.2% |
| All | +289.3% | +242.2% | +47.1% | +152.5% |
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 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