+79.2%
BAX vs FLR
+603.8%
-524.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.3% |
| 7D | -1.1% | +5.4% | -6.6% | -1.7% |
| 30D | -5.5% | +11.4% | -16.8% | -6.7% |
| 3M | +33.5% | +11.4% | +22.1% | +31.4% |
| 6M | +35.9% | +16.6% | +19.2% | +32.6% |
| YTD | +35.4% | +41.7% | -6.4% | +29.4% |
| 1Y | +9.8% | +35.4% | -25.7% | +5.2% |
| 3Y | -32.7% | +57.3% | -90.0% | -37.9% |
| 5Y | -65.6% | +241.0% | -306.5% | -71.3% |
| 10Y | -34.9% | +16.6% | -51.6% | -41.4% |
| All | +79.2% | +603.8% | -524.6% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling