+397.7%
BAC vs FLR
+17.1%
+380.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.2% |
| 7D | +0.6% | -3.1% | +3.7% | +1.3% |
| 30D | -1.4% | +4.9% | -6.3% | -2.6% |
| 3M | +15.7% | +10.8% | +4.9% | +11.9% |
| 6M | +32.2% | +19.7% | +12.5% | +24.6% |
| YTD | +15.8% | +38.4% | -22.6% | +5.2% |
| 1Y | +27.3% | +34.7% | -7.4% | +15.7% |
| 3Y | +137.5% | +56.7% | +80.8% | +100.4% |
| 5Y | +73.1% | +241.6% | -168.6% | +18.1% |
| 10Y | +397.7% | +20.2% | +377.5% | +285.6% |
| All | +397.7% | +17.1% | +380.6% | +285.6% |
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