+363.0%
NDAQ vs FLR
+19.7%
+343.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.7% |
| 7D | -5.6% | -3.5% | -2.1% | -5.3% |
| 30D | -4.4% | +4.2% | -8.5% | -4.7% |
| 3M | +5.9% | +8.1% | -2.2% | +4.8% |
| 6M | +7.7% | +21.5% | -13.8% | +5.2% |
| YTD | -5.2% | +36.8% | -41.9% | -8.4% |
| 1Y | -3.4% | +31.2% | -34.6% | -6.5% |
| 3Y | +85.6% | +53.9% | +31.7% | +74.8% |
| 5Y | +49.5% | +243.0% | -193.5% | +32.8% |
| All | +363.0% | +19.7% | +343.3% | +338.9% |
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