+87.6%
BB vs FLR
+2.5%
+85.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.8% | +7.8% | +7.2% |
| 7D | -6.8% | +1.4% | -8.2% | -7.2% |
| 30D | -3.5% | -5.9% | +2.4% | -1.7% |
| 3M | -1.2% | -7.6% | +6.4% | +0.7% |
| 6M | +57.0% | -9.3% | +66.3% | +58.2% |
| YTD | +131.1% | +20.1% | +111.0% | +111.8% |
| 1Y | +87.6% | +3.0% | +84.6% | +81.4% |
| All | +87.6% | +2.5% | +85.1% | +81.4% |
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