+1,381.0%
NET vs FLR
+117.9%
+1,263.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.5% |
| 7D | -16.4% | +1.4% | -17.7% | -16.5% |
| 30D | -25.8% | -5.9% | -19.9% | -25.1% |
| 3M | -11.5% | -7.6% | -3.9% | -10.8% |
| 6M | +18.9% | -9.3% | +28.2% | +20.4% |
| YTD | +35.2% | +20.1% | +15.1% | +31.4% |
| 1Y | +14.5% | +3.0% | +11.4% | +13.5% |
| 3Y | +313.8% | +29.9% | +283.9% | +297.2% |
| 5Y | +32.6% | +134.6% | -102.1% | +24.9% |
| All | +1,381.0% | +117.9% | +1,263.1% | +1,448.8% |
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