+393.6%
BA vs FLR
+603.8%
-210.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +1.5% |
| 7D | +1.2% | +5.4% | -4.3% | -0.5% |
| 30D | -11.6% | +11.4% | -23.0% | -15.1% |
| 3M | -2.4% | +11.4% | -13.8% | -6.7% |
| 6M | -6.6% | +16.6% | -23.3% | -13.0% |
| YTD | -2.2% | +41.7% | -44.0% | -14.6% |
| 1Y | -8.0% | +35.4% | -43.4% | -19.2% |
| 3Y | -5.0% | +57.3% | -62.3% | -24.8% |
| 5Y | -2.7% | +241.0% | -243.7% | -41.9% |
| 10Y | +75.9% | +16.6% | +59.2% | +19.7% |
| All | +393.6% | +603.8% | -210.2% | +103.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling