+142.7%
FFIV vs FLR
+60.4%
+82.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -1.5% | +0.7% | -2.2% | -1.7% |
| 30D | -2.7% | -0.7% | -2.0% | -2.7% |
| 3M | -1.7% | +14.3% | -16.0% | -4.9% |
| 6M | +36.1% | +25.6% | +10.5% | +27.8% |
| YTD | +52.6% | +42.9% | +9.8% | +39.2% |
| 1Y | +21.5% | +38.7% | -17.2% | +11.0% |
| 3Y | +142.7% | +61.8% | +80.9% | +104.3% |
| All | +142.7% | +60.4% | +82.3% | +104.3% |
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 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