+1,031.7%
NI vs FLR
+587.1%
+444.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.6% | -0.1% |
| 7D | +1.3% | -3.1% | +4.4% | +1.7% |
| 30D | -0.3% | +4.9% | -5.2% | -0.9% |
| 3M | -9.5% | +10.8% | -20.3% | -11.1% |
| 6M | -10.2% | +19.7% | -29.9% | -13.2% |
| YTD | +1.8% | +38.4% | -36.6% | -3.6% |
| 1Y | +5.7% | +34.7% | -29.0% | +0.1% |
| 3Y | +69.6% | +56.7% | +13.0% | +52.9% |
| 5Y | +95.8% | +241.6% | -145.8% | +54.8% |
| 10Y | +145.1% | +20.2% | +124.9% | +102.2% |
| All | +1,031.7% | +587.1% | +444.6% | +583.8% |
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