+31.8%
BA vs FLR
+11.0%
+20.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -0.4% |
| 7D | +1.1% | -0.8% | +1.9% | +1.2% |
| 30D | -7.9% | -9.1% | +1.2% | -5.8% |
| 3M | -25.3% | -4.7% | -20.7% | -25.1% |
| 6M | -24.6% | -14.2% | -10.3% | -23.2% |
| YTD | -20.1% | +17.3% | -37.4% | -25.9% |
| 1Y | -11.8% | +4.3% | -16.0% | -15.6% |
| 3Y | -10.1% | +30.7% | -40.9% | -23.9% |
| 5Y | -22.7% | +101.3% | -124.0% | -44.1% |
| All | +31.8% | +11.0% | +20.8% | -5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling