-40.4%
FND vs FLR
+35.7%
-76.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | -6.8% | +5.4% | -12.2% | -7.9% |
| 30D | +8.0% | +2.8% | +5.1% | +7.1% |
| 3M | -18.9% | -6.4% | -12.5% | -18.1% |
| 6M | +4.7% | +8.8% | -4.1% | +1.5% |
| YTD | -21.6% | +23.6% | -45.2% | -27.2% |
| 1Y | -22.0% | +13.8% | -35.8% | -26.2% |
| 3Y | -40.4% | +36.5% | -76.9% | -57.2% |
| All | -40.4% | +35.7% | -76.1% | -57.2% |
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 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