-1.9%
FTV vs FLR
+230.6%
-232.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.9% |
| 7D | -5.2% | -6.9% | +1.7% | -3.9% |
| 30D | -11.5% | +1.1% | -12.7% | -11.8% |
| 3M | -9.0% | +14.3% | -23.4% | -12.1% |
| 6M | -2.0% | +19.1% | -21.1% | -6.8% |
| YTD | -0.9% | +35.1% | -36.1% | -8.4% |
| 1Y | +14.8% | +29.5% | -14.7% | +6.3% |
| 3Y | -5.5% | +53.0% | -58.5% | -19.4% |
| 5Y | -1.9% | +238.9% | -240.8% | -27.5% |
| All | -1.9% | +230.6% | -232.4% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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