+83.3%
BAX vs FLR
+532.1%
-448.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +3.6% | +5.1% | -1.5% | +3.1% |
| 30D | +8.5% | -0.5% | +9.0% | +8.4% |
| 3M | -4.9% | -3.5% | -1.4% | -4.8% |
| 6M | +47.0% | +16.5% | +30.5% | +43.6% |
| YTD | +38.4% | +27.3% | +11.2% | +33.6% |
| 1Y | +49.1% | +10.6% | +38.5% | +45.9% |
| 3Y | -14.9% | +39.4% | -54.3% | -20.5% |
| 5Y | -63.1% | +126.4% | -189.5% | -67.8% |
| 10Y | -35.6% | +8.4% | -44.0% | -41.6% |
| All | +83.3% | +532.1% | -448.9% | +30.6% |
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 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