+217.6%
BAC vs FLR
+7.4%
+210.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | +3.2% | +5.4% | -2.1% | +2.0% |
| 30D | -0.7% | +2.8% | -3.6% | -1.5% |
| 3M | -20.0% | -6.4% | -13.6% | -19.1% |
| 6M | +3.4% | +8.8% | -5.3% | -0.1% |
| YTD | -5.7% | +23.6% | -29.3% | -12.4% |
| 1Y | -1.4% | +13.8% | -15.2% | -6.7% |
| 3Y | +97.9% | +36.5% | +61.4% | +72.1% |
| 5Y | +22.9% | +119.3% | -96.4% | -6.8% |
| All | +217.6% | +7.4% | +210.3% | +158.5% |
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