+3,000.5%
FFIV vs FLR
+603.8%
+2,396.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.2% |
| 7D | -1.0% | +5.4% | -6.4% | -2.4% |
| 30D | -5.1% | +11.4% | -16.5% | -8.6% |
| 3M | -4.5% | +11.4% | -15.9% | -8.4% |
| 6M | +36.5% | +16.6% | +19.8% | +27.9% |
| YTD | +53.0% | +41.7% | +11.3% | +35.7% |
| 1Y | +24.2% | +35.4% | -11.2% | +10.9% |
| 3Y | +137.2% | +57.3% | +79.9% | +93.1% |
| 5Y | +91.8% | +241.0% | -149.2% | +19.7% |
| 10Y | +215.2% | +16.6% | +198.5% | +113.4% |
| All | +3,000.5% | +603.8% | +2,396.7% | +781.2% |
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