+10.7%
FLR vs FIVE
+65.4%
-54.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.4% | +0.7% |
| 7D | +6.3% | -0.5% | +6.8% | +6.5% |
| 30D | +1.8% | +17.4% | -15.6% | -3.1% |
| 3M | -4.4% | +7.0% | -11.4% | -7.3% |
| 6M | +15.9% | +20.5% | -4.6% | +6.9% |
| YTD | +27.7% | +33.1% | -5.4% | +9.8% |
| All | +10.7% | +65.4% | -54.7% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling