+191.5%
BAH vs FLR
+17.1%
+174.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.3% |
| 7D | -1.3% | -3.1% | +1.8% | -1.2% |
| 30D | -6.6% | +4.9% | -11.6% | -6.8% |
| 3M | -7.2% | +10.8% | -18.0% | -7.7% |
| 6M | -10.0% | +19.7% | -29.7% | -11.1% |
| YTD | -12.5% | +38.4% | -50.8% | -14.1% |
| 1Y | -27.9% | +34.7% | -62.6% | -29.2% |
| 3Y | -31.4% | +56.7% | -88.1% | -33.9% |
| 5Y | -3.2% | +241.6% | -244.9% | -9.9% |
| 10Y | +191.5% | +20.2% | +171.3% | +212.8% |
| All | +191.5% | +17.1% | +174.3% | +212.8% |
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