+140.2%
NI vs FLR
+19.7%
+120.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | 0.0% | -3.5% | +3.5% | +0.3% |
| 30D | -1.4% | +4.2% | -5.6% | -1.6% |
| 3M | -10.6% | +8.1% | -18.7% | -11.2% |
| 6M | -9.3% | +21.5% | -30.8% | -10.8% |
| YTD | +1.1% | +36.8% | -35.6% | -1.3% |
| 1Y | +3.4% | +31.2% | -27.8% | +1.0% |
| 3Y | +67.9% | +53.9% | +14.0% | +60.3% |
| 5Y | +98.0% | +243.0% | -145.1% | +79.2% |
| All | +140.2% | +19.7% | +120.4% | +113.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling