+488.5%
NDAQ vs FLR
+7.4%
+481.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | +1.3% | +5.4% | -4.1% | +0.8% |
| 30D | +18.0% | +2.8% | +15.1% | +17.6% |
| 3M | +11.5% | -6.4% | +17.9% | +11.9% |
| 6M | +21.1% | +8.8% | +12.3% | +19.4% |
| YTD | +12.8% | +23.6% | -10.8% | +9.6% |
| 1Y | +25.7% | +13.8% | +11.9% | +23.0% |
| 3Y | +116.8% | +36.5% | +80.3% | +105.9% |
| 5Y | +67.3% | +119.3% | -52.1% | +52.6% |
| All | +488.5% | +7.4% | +481.1% | +477.1% |
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