+2,627.5%
NDAQ vs FLR
+223.8%
+2,403.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | +1.3% | +5.4% | -4.1% | 0.0% |
| 30D | +18.0% | +2.8% | +15.1% | +16.8% |
| 3M | +11.5% | -6.4% | +17.9% | +12.5% |
| 6M | +21.1% | +8.8% | +12.3% | +16.3% |
| YTD | +12.8% | +23.6% | -10.8% | +4.1% |
| 1Y | +25.7% | +13.8% | +11.9% | +18.0% |
| 3Y | +116.8% | +36.5% | +80.3% | +85.6% |
| 5Y | +67.3% | +119.3% | -52.1% | +23.0% |
| 10Y | +473.3% | +8.0% | +465.4% | +323.4% |
| All | +2,627.5% | +223.8% | +2,403.7% | +1,525.0% |
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