-11.9%
BA vs FLR
+8.4%
-20.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -1.1% | +5.4% | -6.5% | -1.7% |
| 30D | -7.1% | +2.8% | -10.0% | -7.5% |
| 3M | -25.5% | -6.4% | -19.1% | -25.0% |
| 6M | -28.7% | +8.8% | -37.5% | -29.9% |
| YTD | -21.0% | +23.6% | -44.6% | -25.7% |
| 1Y | -11.9% | +13.8% | -25.7% | -16.3% |
| All | -11.9% | +8.4% | -20.2% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling