+2,441.0%
FFIV vs FLR
+534.4%
+1,906.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -2.9% | +6.3% | -9.3% | -4.6% |
| 30D | -32.4% | +1.8% | -34.2% | -32.9% |
| 3M | -22.7% | -4.4% | -18.3% | -22.1% |
| 6M | -10.7% | +15.9% | -26.5% | -15.6% |
| YTD | +25.4% | +27.7% | -2.4% | +13.9% |
| 1Y | +34.2% | +11.6% | +22.5% | +26.2% |
| 3Y | +101.2% | +39.9% | +61.3% | +69.0% |
| 5Y | +42.0% | +127.5% | -85.6% | -0.2% |
| 10Y | +126.7% | +11.6% | +115.1% | +54.9% |
| All | +2,441.0% | +534.4% | +1,906.6% | +639.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling