+497.7%
BAC vs FLR
+603.8%
-106.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.3% | +0.7% |
| 7D | +1.1% | +5.4% | -4.3% | -0.8% |
| 30D | -0.4% | +11.4% | -11.8% | -5.1% |
| 3M | +16.9% | +11.4% | +5.5% | +10.4% |
| 6M | +26.6% | +16.6% | +10.0% | +16.2% |
| YTD | +15.8% | +41.7% | -25.9% | -1.3% |
| 1Y | +27.2% | +35.4% | -8.3% | +9.1% |
| 3Y | +132.4% | +57.3% | +75.1% | +76.1% |
| 5Y | +72.6% | +241.0% | -168.4% | -8.4% |
| 10Y | +389.7% | +16.6% | +373.1% | +201.7% |
| All | +497.7% | +603.8% | -106.1% | +169.9% |
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