+2,666.5%
NDAQ vs FLR
+233.5%
+2,433.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +2.9% | +5.1% | -2.3% | +1.6% |
| 30D | +17.5% | -0.5% | +18.0% | +17.2% |
| 3M | +15.4% | -3.5% | +18.9% | +15.7% |
| 6M | +24.6% | +16.5% | +8.1% | +17.9% |
| YTD | +14.4% | +27.3% | -12.9% | +4.9% |
| 1Y | +26.9% | +10.6% | +16.3% | +20.0% |
| 3Y | +119.8% | +39.4% | +80.4% | +87.3% |
| 5Y | +70.5% | +126.4% | -55.9% | +24.5% |
| 10Y | +475.8% | +8.4% | +467.4% | +327.1% |
| All | +2,666.5% | +233.5% | +2,433.0% | +1,537.6% |
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