+11.0%
FLR vs FIVE
+596.6%
-585.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.6% | +2.7% | +6.5% |
| 7D | +8.5% | +6.2% | +2.3% | +6.4% |
| 30D | -0.7% | +18.2% | -18.9% | -6.0% |
| 3M | -11.7% | +3.8% | -15.5% | -13.3% |
| 6M | +16.2% | +13.7% | +2.5% | +9.9% |
| YTD | +27.0% | +34.7% | -7.7% | +13.6% |
| 1Y | +10.1% | +66.6% | -56.6% | -8.2% |
| 3Y | +46.2% | +44.3% | +1.9% | +18.3% |
| 5Y | +121.4% | +18.8% | +102.7% | +84.5% |
| 10Y | +11.0% | +569.2% | -558.2% | -41.3% |
| All | +11.0% | +596.6% | -585.6% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling