+38.3%
BAX vs FLR
+8.4%
+29.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +0.1% | +5.4% | -5.3% | -0.5% |
| 30D | +4.1% | +2.8% | +1.2% | +3.7% |
| 3M | -4.5% | -6.4% | +1.9% | -4.1% |
| 6M | +49.2% | +8.8% | +40.5% | +43.8% |
| YTD | +35.2% | +23.6% | +11.7% | +25.0% |
| 1Y | +38.3% | +13.8% | +24.5% | +28.6% |
| All | +38.3% | +8.4% | +29.9% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling