-33.1%
BAX vs FLR
+7.4%
-40.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.3% |
| 7D | +0.1% | +5.4% | -5.3% | -0.2% |
| 30D | +4.1% | +2.8% | +1.2% | +3.9% |
| 3M | -4.5% | -6.4% | +1.9% | -4.3% |
| 6M | +49.2% | +8.8% | +40.5% | +48.0% |
| YTD | +35.2% | +23.6% | +11.7% | +33.1% |
| 1Y | +38.3% | +13.8% | +24.5% | +36.6% |
| 3Y | -19.0% | +36.5% | -55.5% | -21.5% |
| 5Y | -64.2% | +119.3% | -183.5% | -66.1% |
| All | -33.1% | +7.4% | -40.5% | -26.1% |
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 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