+138.6%
NOK vs FLR
+19.7%
+118.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +4.6% |
| 7D | +11.0% | -3.5% | +14.5% | +11.6% |
| 30D | +7.8% | +4.2% | +3.7% | +7.1% |
| 3M | -21.0% | +8.1% | -29.1% | -22.1% |
| 6M | +40.9% | +21.5% | +19.4% | +36.4% |
| YTD | +72.0% | +36.8% | +35.3% | +63.7% |
| 1Y | +140.9% | +31.2% | +109.7% | +130.4% |
| 3Y | +194.3% | +53.9% | +140.4% | +168.0% |
| 5Y | +112.5% | +243.0% | -130.5% | +71.9% |
| All | +138.6% | +19.7% | +118.8% | +90.4% |
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