-10.8%
BB vs FLR
+127.2%
-138.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.5% | +2.7% |
| 7D | +7.3% | +6.3% | +1.0% | +5.2% |
| 30D | +11.2% | +1.8% | +9.4% | +10.7% |
| 3M | +4.7% | -4.4% | +9.1% | +6.1% |
| 6M | +51.1% | +15.9% | +35.3% | +43.5% |
| YTD | +148.0% | +27.7% | +120.3% | +123.3% |
| 1Y | +106.1% | +11.6% | +94.5% | +93.8% |
| 3Y | +158.2% | +39.9% | +118.4% | +106.0% |
| 5Y | -10.8% | +127.5% | -138.3% | -41.9% |
| All | -10.8% | +127.2% | -138.0% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling