+100.8%
FLR vs FIVE
+14.2%
+86.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.4% |
| 7D | -0.8% | -0.3% | -0.5% | -0.8% |
| 30D | -9.1% | +17.7% | -26.8% | -13.1% |
| 3M | -4.7% | +4.0% | -8.6% | -6.0% |
| 6M | -14.2% | +2.6% | -16.9% | -15.8% |
| YTD | +17.3% | +27.6% | -10.3% | +8.6% |
| 1Y | +4.3% | +59.9% | -55.7% | -9.1% |
| 3Y | +30.7% | +35.8% | -5.0% | +11.9% |
| All | +100.8% | +14.2% | +86.6% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling