+48.5%
BB vs FLR
+56.0%
-7.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.6% | -0.6% |
| 7D | +1.8% | -3.1% | +5.0% | +2.8% |
| 30D | -12.2% | +4.9% | -17.2% | -13.5% |
| 3M | -12.3% | +10.8% | -23.1% | -15.5% |
| 6M | +122.7% | +19.7% | +103.0% | +107.7% |
| YTD | +104.5% | +38.4% | +66.1% | +81.3% |
| 1Y | +106.7% | +34.7% | +72.0% | +84.0% |
| All | +48.5% | +56.0% | -7.5% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling