+126.9%
FFIV vs FLR
+10.4%
+116.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | -4.2% | +5.1% | -9.3% | -5.0% |
| 30D | -33.9% | -0.5% | -33.4% | -33.9% |
| 3M | -22.6% | -3.5% | -19.1% | -22.3% |
| 6M | -10.4% | +16.5% | -26.8% | -13.5% |
| YTD | +24.3% | +27.3% | -3.0% | +17.3% |
| 1Y | +31.8% | +10.6% | +21.2% | +27.2% |
| 3Y | +99.5% | +39.4% | +60.1% | +80.1% |
| 5Y | +40.7% | +126.4% | -85.7% | +15.1% |
| 10Y | +126.9% | +8.4% | +118.5% | +86.3% |
| All | +126.9% | +10.4% | +116.5% | +86.3% |
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