+92.6%
FFIV vs FLR
+248.0%
-155.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.8% |
| 6M | +36.1% | +25.6% | +10.5% | +28.3% |
| YTD | +52.6% | +42.9% | +9.8% | +40.0% |
| 1Y | +21.5% | +38.7% | -17.2% | +11.7% |
| 3Y | +142.7% | +61.8% | +80.9% | +108.2% |
| 5Y | +92.6% | +254.1% | -161.5% | +44.4% |
| All | +92.6% | +248.0% | -155.4% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling