+49.0%
FND vs FLR
+0.7%
+48.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | -6.8% | +5.4% | -12.2% | -7.8% |
| 30D | +8.0% | +2.8% | +5.1% | +7.2% |
| 3M | -18.9% | -6.4% | -12.5% | -18.2% |
| 6M | +4.7% | +8.8% | -4.1% | +1.9% |
| YTD | -21.6% | +23.6% | -45.2% | -26.2% |
| 1Y | -22.0% | +13.8% | -35.8% | -25.4% |
| 3Y | -40.4% | +36.5% | -76.9% | -47.1% |
| 5Y | -63.8% | +119.3% | -183.1% | -71.3% |
| All | +49.0% | +0.7% | +48.3% | -0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling