+17.8%
FLR vs FIVE
+862.5%
-844.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.4% | +0.7% |
| 7D | +6.3% | -0.5% | +6.8% | +6.6% |
| 30D | +1.8% | +17.4% | -15.6% | -2.7% |
| 3M | -4.4% | +7.0% | -11.4% | -6.8% |
| 6M | +15.9% | +20.5% | -4.6% | +8.7% |
| YTD | +27.7% | +33.1% | -5.4% | +16.4% |
| 1Y | +11.6% | +67.1% | -55.5% | -4.5% |
| 3Y | +39.9% | +41.9% | -2.0% | +16.8% |
| 5Y | +127.5% | +21.1% | +106.4% | +92.3% |
| 10Y | +11.6% | +518.8% | -507.2% | -34.6% |
| All | +17.8% | +862.5% | -844.7% | -37.5% |
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 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