+36.6%
FFIV vs FLR
+2.5%
+34.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -9.8% | +1.4% | -11.2% | -9.9% |
| 30D | -28.1% | -5.9% | -22.2% | -27.6% |
| 3M | -20.0% | -7.6% | -12.4% | -19.5% |
| 6M | -0.1% | -9.3% | +9.2% | +0.4% |
| YTD | +29.2% | +20.1% | +9.0% | +20.4% |
| 1Y | +36.6% | +3.0% | +33.6% | +29.6% |
| All | +36.6% | +2.5% | +34.1% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling