+99.5%
FFIV vs FLR
+47.2%
+52.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | -4.2% | +5.1% | -9.3% | -5.1% |
| 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% | -14.1% |
| YTD | +24.3% | +27.3% | -3.0% | +15.4% |
| 1Y | +31.8% | +10.6% | +21.2% | +25.9% |
| 3Y | +99.5% | +39.4% | +60.1% | +69.0% |
| All | +99.5% | +47.2% | +52.3% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling