+382.0%
BAC vs FLR
+530.7%
-148.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.3% | -6.0% | -0.6% |
| 7D | +2.0% | +8.5% | -6.5% | -1.0% |
| 30D | -6.9% | -0.7% | -6.2% | -7.0% |
| 3M | -19.6% | -11.7% | -7.9% | -16.8% |
| 6M | -0.5% | +16.2% | -16.7% | -8.1% |
| YTD | -6.6% | +27.0% | -33.6% | -17.8% |
| 1Y | -3.0% | +10.1% | -13.0% | -10.3% |
| 3Y | +97.3% | +46.2% | +51.1% | +52.8% |
| 5Y | +21.9% | +121.4% | -99.6% | -23.6% |
| 10Y | +251.7% | +11.0% | +240.7% | +119.6% |
| All | +382.0% | +530.7% | -148.7% | +125.0% |
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 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