+3,689.8%
FN vs FLR
+48.8%
+3,641.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.5% | +3.8% |
| 7D | -1.7% | +5.4% | -7.1% | -3.3% |
| 30D | -22.0% | +11.4% | -33.4% | -24.7% |
| 3M | -43.0% | +11.4% | -54.4% | -44.8% |
| 6M | -27.7% | +16.6% | -44.4% | -30.8% |
| YTD | -10.5% | +41.7% | -52.2% | -19.0% |
| 1Y | +12.5% | +35.4% | -22.9% | +3.3% |
| 3Y | +153.8% | +57.3% | +96.5% | +120.0% |
| 5Y | +288.0% | +241.0% | +47.0% | +169.5% |
| 10Y | +906.4% | +16.6% | +889.8% | +778.8% |
| All | +3,689.8% | +48.8% | +3,641.0% | +2,898.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling