-35.3%
BBWI vs FLR
+30.6%
-66.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.9% | -1.0% |
| 7D | -8.0% | -6.9% | -1.1% | -6.8% |
| 30D | -6.6% | +1.1% | -7.8% | -7.0% |
| 3M | -2.7% | +14.3% | -17.0% | -5.8% |
| 6M | -12.8% | +19.1% | -31.9% | -18.2% |
| YTD | -10.5% | +35.1% | -45.6% | -20.2% |
| 1Y | -35.3% | +29.5% | -64.8% | -41.2% |
| All | -35.3% | +30.6% | -66.0% | -41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling