-49.5%
FND vs FLR
+56.0%
-105.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | 0.0% |
| 7D | -0.8% | -3.1% | +2.4% | -0.1% |
| 30D | -19.6% | +4.9% | -24.5% | -20.6% |
| 3M | -4.3% | +10.8% | -15.2% | -7.2% |
| 6M | -20.4% | +19.7% | -40.1% | -24.9% |
| YTD | -21.9% | +38.4% | -60.2% | -29.0% |
| 1Y | -45.2% | +34.7% | -79.9% | -50.0% |
| All | -49.5% | +56.0% | -105.5% | -61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling