+47.7%
FND vs FLR
+11.4%
+36.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | -5.8% | -3.5% | -2.3% | -5.1% |
| 30D | -20.2% | +4.2% | -24.4% | -21.0% |
| 3M | -12.0% | +8.1% | -20.0% | -13.9% |
| 6M | -18.5% | +21.5% | -40.0% | -22.7% |
| YTD | -22.3% | +36.8% | -59.0% | -28.1% |
| 1Y | -47.6% | +31.2% | -78.8% | -51.3% |
| 3Y | -49.8% | +53.9% | -103.6% | -56.4% |
| 5Y | -63.0% | +243.0% | -306.0% | -73.2% |
| All | +47.7% | +11.4% | +36.3% | -3.0% |
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