+56.7%
FND vs FLR
+15.4%
+41.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.1% | +2.2% |
| 7D | -5.2% | +5.4% | -10.7% | -6.3% |
| 30D | -19.9% | +11.4% | -31.3% | -21.8% |
| 3M | +2.7% | +11.4% | -8.7% | -0.2% |
| 6M | -21.7% | +16.6% | -38.3% | -25.0% |
| YTD | -17.5% | +41.7% | -59.2% | -24.3% |
| 1Y | -39.3% | +35.4% | -74.7% | -43.9% |
| 3Y | -49.8% | +57.3% | -107.1% | -56.6% |
| 5Y | -60.1% | +241.0% | -301.1% | -71.1% |
| All | +56.7% | +15.4% | +41.3% | +2.3% |
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 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