+58.7%
FLR vs FIVE
+56.0%
+2.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.1% | -7.4% | -3.5% |
| 7D | +5.4% | +4.3% | +1.2% | +4.3% |
| 30D | +11.4% | +12.5% | -1.1% | +8.1% |
| 3M | +11.4% | +31.2% | -19.8% | +4.2% |
| 6M | +16.6% | +14.4% | +2.3% | +12.0% |
| YTD | +41.7% | +33.9% | +7.8% | +31.3% |
| 1Y | +35.4% | +65.1% | -29.6% | +19.5% |
| All | +58.7% | +56.0% | +2.7% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling