-36.9%
BAX vs FLR
+17.1%
-54.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.7% |
| 7D | -5.1% | -3.1% | -2.0% | -4.9% |
| 30D | -12.2% | +4.9% | -17.1% | -12.4% |
| 3M | +21.8% | +10.8% | +11.0% | +20.9% |
| 6M | +36.3% | +19.7% | +16.6% | +34.4% |
| YTD | +27.8% | +38.4% | -10.5% | +25.2% |
| 1Y | -0.1% | +34.7% | -34.7% | -2.1% |
| 3Y | -33.3% | +56.7% | -90.0% | -35.7% |
| 5Y | -67.1% | +241.6% | -308.7% | -69.3% |
| 10Y | -36.9% | +20.2% | -57.1% | -30.0% |
| All | -36.9% | +17.1% | -54.1% | -30.0% |
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