+98.2%
BB vs FLR
+31.4%
+66.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | -0.4% | -3.5% | +3.1% | +0.7% |
| 30D | -12.5% | +4.2% | -16.7% | -13.6% |
| 3M | -17.4% | +8.1% | -25.5% | -19.6% |
| 6M | +119.1% | +21.5% | +97.6% | +103.9% |
| YTD | +102.4% | +36.8% | +65.6% | +79.7% |
| 1Y | +98.2% | +31.2% | +67.0% | +82.3% |
| All | +98.2% | +31.4% | +66.8% | +82.3% |
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