+30.7%
FLR vs FIVE
+868.1%
-837.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.1% | -7.4% | -3.8% |
| 7D | +5.4% | +4.3% | +1.2% | +4.1% |
| 30D | +11.4% | +12.5% | -1.1% | +7.6% |
| 3M | +11.4% | +31.2% | -19.8% | +2.9% |
| 6M | +16.6% | +14.4% | +2.3% | +11.1% |
| YTD | +41.7% | +33.9% | +7.8% | +29.3% |
| 1Y | +35.4% | +65.1% | -29.6% | +16.2% |
| 3Y | +57.3% | +49.0% | +8.3% | +29.6% |
| 5Y | +241.0% | +30.3% | +210.7% | +182.3% |
| 10Y | +16.6% | +481.1% | -464.5% | -31.0% |
| All | +30.7% | +868.1% | -837.5% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling