+102.6%
BB vs FLR
+31.2%
+71.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.7% |
| 7D | -5.6% | +5.4% | -11.1% | -7.2% |
| 30D | -11.8% | +11.4% | -23.2% | -14.9% |
| 3M | -25.5% | +11.4% | -36.9% | -28.2% |
| 6M | +121.3% | +16.6% | +104.6% | +107.6% |
| YTD | +103.2% | +41.7% | +61.5% | +78.4% |
| 1Y | +102.6% | +35.4% | +67.2% | +86.5% |
| All | +102.6% | +31.2% | +71.4% | +86.5% |
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 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