-34.4%
BAX vs FLR
+9.0%
-43.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -0.6% | +6.3% | -6.9% | -0.9% |
| 30D | +6.3% | +1.8% | +4.5% | +6.1% |
| 3M | -4.6% | -4.4% | -0.2% | -4.5% |
| 6M | +50.4% | +15.9% | +34.5% | +48.6% |
| YTD | +38.0% | +27.7% | +10.3% | +35.6% |
| 1Y | +44.6% | +11.6% | +33.0% | +43.0% |
| 3Y | -15.1% | +39.9% | -55.0% | -17.8% |
| 5Y | -63.3% | +127.5% | -190.8% | -65.3% |
| 10Y | -34.4% | +11.6% | -46.0% | -26.8% |
| All | -34.4% | +9.0% | -43.4% | -26.8% |
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