+28.1%
BA vs FLR
+17.5%
+10.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.3% | -8.9% | -2.8% |
| 7D | -1.7% | +8.5% | -10.2% | -4.0% |
| 30D | -9.5% | -0.7% | -8.8% | -9.6% |
| 3M | -26.5% | -11.7% | -14.8% | -24.5% |
| 6M | -27.4% | +16.2% | -43.6% | -31.5% |
| YTD | -20.6% | +27.0% | -47.6% | -28.0% |
| 1Y | -11.4% | +10.1% | -21.5% | -16.6% |
| 3Y | -10.8% | +46.2% | -57.0% | -26.9% |
| 5Y | -21.9% | +121.4% | -143.4% | -45.0% |
| 10Y | +28.1% | +11.0% | +17.2% | -7.9% |
| All | +28.1% | +17.5% | +10.6% | -7.9% |
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