+98.0%
NI vs FLR
+230.6%
-132.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | -0.6% | -6.9% | +6.3% | 0.0% |
| 30D | -1.4% | +1.1% | -2.5% | -1.5% |
| 3M | -10.6% | +14.3% | -24.9% | -11.8% |
| 6M | -9.9% | +19.1% | -29.0% | -11.7% |
| YTD | +1.2% | +35.1% | -34.0% | -2.1% |
| 1Y | +4.4% | +29.5% | -25.1% | +1.2% |
| 3Y | +68.6% | +53.0% | +15.6% | +56.1% |
| 5Y | +98.0% | +238.9% | -140.9% | +72.5% |
| All | +98.0% | +230.6% | -132.6% | +72.5% |
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 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