-38.1%
BB vs FLR
+603.8%
-641.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.8% |
| 7D | -5.6% | +5.4% | -11.1% | -7.3% |
| 30D | -11.8% | +11.4% | -23.2% | -15.4% |
| 3M | -25.5% | +11.4% | -36.9% | -28.6% |
| 6M | +121.3% | +16.6% | +104.6% | +106.7% |
| YTD | +103.2% | +41.7% | +61.5% | +77.1% |
| 1Y | +102.6% | +35.4% | +67.2% | +78.3% |
| 3Y | +37.5% | +57.3% | -19.8% | +9.2% |
| 5Y | -30.4% | +241.0% | -271.4% | -58.7% |
| 10Y | 0.0% | +16.6% | -16.6% | -32.5% |
| All | -38.1% | +603.8% | -641.9% | -83.4% |
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