-31.5%
BAH vs FLR
+60.4%
-91.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.0% |
| 7D | -4.3% | +0.7% | -5.0% | -4.4% |
| 30D | -4.5% | -0.7% | -3.8% | -4.5% |
| 3M | -7.6% | +14.3% | -21.9% | -8.1% |
| 6M | -10.6% | +25.6% | -36.2% | -11.7% |
| YTD | -12.6% | +42.9% | -55.4% | -14.2% |
| 1Y | -27.0% | +38.7% | -65.7% | -28.2% |
| 3Y | -31.5% | +61.8% | -93.3% | -37.1% |
| All | -31.5% | +60.4% | -91.9% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling