+26.6%
BA vs FLR
+10.4%
+16.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | 0.0% | +5.1% | -5.1% | -1.4% |
| 30D | -8.9% | -0.5% | -8.5% | -9.1% |
| 3M | -25.5% | -3.5% | -22.1% | -25.3% |
| 6M | -27.0% | +16.5% | -43.4% | -31.2% |
| YTD | -20.1% | +27.3% | -47.4% | -27.6% |
| 1Y | -11.0% | +10.6% | -21.6% | -16.3% |
| 3Y | -11.8% | +39.4% | -51.2% | -26.7% |
| 5Y | -20.6% | +126.4% | -147.0% | -44.5% |
| 10Y | +26.6% | +8.4% | +18.2% | -8.7% |
| All | +26.6% | +10.4% | +16.3% | -8.7% |
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