-32.0%
BAX vs FLR
+60.4%
-92.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.6% | -3.8% |
| 7D | -2.4% | +0.7% | -3.1% | -2.5% |
| 30D | -9.7% | -0.7% | -9.1% | -9.8% |
| 3M | +29.3% | +14.3% | +14.9% | +26.6% |
| 6M | +40.7% | +25.6% | +15.1% | +35.2% |
| YTD | +30.3% | +42.9% | -12.6% | +23.7% |
| 1Y | +3.4% | +38.7% | -35.3% | -1.8% |
| 3Y | -32.0% | +61.8% | -93.8% | -39.8% |
| All | -32.0% | +60.4% | -92.4% | -39.8% |
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 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