+383.3%
BAC vs FLR
+532.1%
-148.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | +2.1% | +5.1% | -3.1% | +0.2% |
| 30D | -6.7% | -0.5% | -6.2% | -6.8% |
| 3M | -20.2% | -3.5% | -16.8% | -19.9% |
| 6M | -0.2% | +16.5% | -16.7% | -7.9% |
| YTD | -6.4% | +27.3% | -33.7% | -17.6% |
| 1Y | -3.1% | +10.6% | -13.7% | -10.6% |
| 3Y | +96.7% | +39.4% | +57.4% | +55.2% |
| 5Y | +21.3% | +126.4% | -105.1% | -24.6% |
| 10Y | +237.7% | +8.4% | +229.3% | +113.5% |
| All | +383.3% | +532.1% | -148.8% | +125.4% |
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