-28.4%
BB vs FLR
+513.8%
-542.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.1% |
| 7D | +1.8% | +5.4% | -3.5% | +0.1% |
| 30D | +8.1% | +2.8% | +5.3% | +7.3% |
| 3M | -1.0% | -6.4% | +5.4% | +1.1% |
| 6M | +45.9% | +8.8% | +37.1% | +41.3% |
| YTD | +134.8% | +23.6% | +111.2% | +114.1% |
| 1Y | +104.6% | +13.8% | +90.8% | +91.5% |
| 3Y | +152.8% | +36.5% | +116.4% | +110.8% |
| 5Y | -17.4% | +119.3% | -136.8% | -43.2% |
| 10Y | +22.4% | +8.0% | +14.5% | -14.9% |
| All | -28.4% | +513.8% | -542.3% | -79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling