+2,625.3%
FN vs FLR
+19.2%
+2,606.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -5.5% | -8.7% | -12.6% |
| 7D | -16.0% | -5.4% | -10.6% | -14.2% |
| 30D | -40.1% | -13.5% | -26.6% | -37.1% |
| 3M | -43.9% | -10.8% | -33.1% | -41.8% |
| 6M | -55.6% | -15.1% | -40.5% | -53.3% |
| YTD | -35.7% | +13.5% | -49.2% | -37.5% |
| 1Y | -39.8% | -5.1% | -34.7% | -38.4% |
| 3Y | +80.3% | +22.7% | +57.6% | +69.1% |
| 5Y | +143.3% | +94.8% | +48.5% | +98.1% |
| 10Y | +682.3% | +8.7% | +673.6% | +579.7% |
| All | +2,625.3% | +19.2% | +2,606.1% | +2,214.7% |
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