+242.8%
FFIV vs FLR
+17.1%
+225.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.2% | +7.0% | +4.4% |
| 7D | +3.5% | -3.1% | +6.6% | +4.0% |
| 30D | -1.3% | +4.9% | -6.2% | -2.2% |
| 3M | +2.4% | +10.8% | -8.4% | -0.1% |
| 6M | +41.8% | +19.7% | +22.1% | +35.7% |
| YTD | +58.5% | +38.4% | +20.2% | +47.8% |
| 1Y | +24.3% | +34.7% | -10.3% | +16.1% |
| 3Y | +152.0% | +56.7% | +95.4% | +123.1% |
| 5Y | +99.1% | +241.6% | -142.5% | +51.8% |
| 10Y | +242.8% | +20.2% | +222.6% | +174.0% |
| All | +242.8% | +17.1% | +225.6% | +174.0% |
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