-0.8%
BB vs FLR
+18.3%
-19.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.1% |
| 7D | -2.1% | -6.9% | +4.8% | -0.3% |
| 30D | -16.0% | +1.1% | -17.2% | -16.3% |
| 3M | -14.5% | +14.3% | -28.8% | -17.7% |
| 6M | +118.6% | +19.1% | +99.4% | +106.7% |
| YTD | +98.9% | +35.1% | +63.8% | +81.5% |
| 1Y | +99.5% | +29.5% | +70.0% | +83.4% |
| 3Y | +65.4% | +53.0% | +12.4% | +40.4% |
| 5Y | -27.6% | +238.9% | -266.6% | -49.8% |
| All | -0.8% | +18.3% | -19.1% | -27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling