"We have a relationship."
Translation:Vi har ett förhållande.
Not much! But "en relation" is used most often when you have a relation between one another, and "ett förhållande" hardly ever is used for anything but being partners with one another.
"En bra relation" can be used when talking about your partner as well as best friend, but saying that you and your best friend have "ett bra förhållande" would be awkward :)