+26.8%
BA vs FLR
+9.0%
+17.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.4% | +6.3% | -7.7% | -3.1% |
| 30D | -7.9% | +1.8% | -9.7% | -8.7% |
| 3M | -25.2% | -4.4% | -20.8% | -24.7% |
| 6M | -26.7% | +15.9% | -42.6% | -30.9% |
| YTD | -19.6% | +27.7% | -47.3% | -27.2% |
| 1Y | -10.6% | +11.6% | -22.2% | -16.1% |
| 3Y | -11.2% | +39.9% | -51.1% | -26.3% |
| 5Y | -20.4% | +127.5% | -147.9% | -44.4% |
| 10Y | +26.8% | +11.6% | +15.2% | -8.9% |
| All | +26.8% | +9.0% | +17.8% | -8.9% |
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