+112.5%
NET vs FLR
+242.2%
-129.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.0% |
| 7D | -7.0% | +5.4% | -12.4% | -9.0% |
| 30D | -4.8% | +11.4% | -16.2% | -9.6% |
| 3M | +3.8% | +11.4% | -7.6% | -2.2% |
| 6M | +50.0% | +16.6% | +33.4% | +39.0% |
| YTD | +41.5% | +41.7% | -0.2% | +20.3% |
| 1Y | +32.8% | +35.4% | -2.6% | +14.5% |
| 3Y | +335.9% | +57.3% | +278.6% | +231.1% |
| All | +112.5% | +242.2% | -129.8% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling