-26.7%
BB vs FLR
+520.6%
-547.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.3% |
| 7D | +9.0% | +10.1% | -1.1% | +5.6% |
| 30D | +7.7% | -0.5% | +8.1% | +8.0% |
| 3M | +4.0% | -4.8% | +8.8% | +5.7% |
| 6M | +46.6% | +10.7% | +35.9% | +41.2% |
| YTD | +140.6% | +25.0% | +115.7% | +118.6% |
| 1Y | +103.1% | +8.3% | +94.8% | +93.2% |
| 3Y | +150.5% | +36.8% | +113.7% | +108.7% |
| 5Y | -15.4% | +121.8% | -137.2% | -42.0% |
| 10Y | +25.4% | +9.2% | +16.3% | -13.1% |
| All | -26.7% | +520.6% | -547.3% | -79.5% |
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