+233.1%
BAC vs FLR
+8.6%
+224.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | +2.1% | +5.1% | -3.1% | +0.8% |
| 30D | -6.7% | -0.5% | -6.2% | -6.8% |
| 3M | -20.2% | -3.5% | -16.8% | -20.0% |
| 6M | -0.2% | +16.5% | -16.7% | -5.1% |
| YTD | -6.4% | +27.3% | -33.7% | -13.5% |
| 1Y | -3.1% | +10.6% | -13.7% | -7.7% |
| 3Y | +96.7% | +39.4% | +57.4% | +70.2% |
| 5Y | +21.3% | +126.4% | -105.1% | -8.8% |
| All | +233.1% | +8.6% | +224.5% | +158.0% |
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