+4.1%
FLR vs FIVE
+505.3%
-501.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -1.7% |
| 7D | +10.1% | +2.4% | +7.6% | +9.3% |
| 30D | -0.5% | +15.8% | -16.3% | -5.1% |
| 3M | -4.8% | +3.8% | -8.6% | -6.6% |
| 6M | +10.7% | +18.5% | -7.8% | +3.4% |
| YTD | +25.0% | +31.2% | -6.3% | +12.7% |
| 1Y | +8.3% | +61.8% | -53.5% | -8.8% |
| 3Y | +36.8% | +39.9% | -3.0% | +11.9% |
| 5Y | +121.8% | +18.3% | +103.5% | +84.8% |
| All | +4.1% | +505.3% | -501.2% | -43.6% |
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