+1,449.6%
NET vs FLR
+157.0%
+1,292.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.6% |
| 7D | -7.0% | +5.4% | -12.4% | -7.7% |
| 30D | -4.8% | +11.4% | -16.2% | -6.5% |
| 3M | +3.8% | +11.4% | -7.6% | +1.7% |
| 6M | +50.0% | +16.6% | +33.4% | +46.4% |
| YTD | +41.5% | +41.7% | -0.2% | +34.2% |
| 1Y | +32.8% | +35.4% | -2.6% | +26.8% |
| 3Y | +335.9% | +57.3% | +278.6% | +307.9% |
| 5Y | +113.8% | +241.0% | -127.2% | +96.4% |
| All | +1,449.6% | +157.0% | +1,292.5% | +1,482.5% |
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