-68.8%
BBWI vs FLR
+245.1%
-313.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.2% | -3.1% | -5.4% |
| 7D | -4.4% | -3.1% | -1.3% | -3.6% |
| 30D | -7.4% | +4.9% | -12.3% | -8.8% |
| 3M | -2.2% | +10.8% | -13.0% | -6.0% |
| 6M | -16.3% | +19.7% | -36.0% | -22.4% |
| YTD | -9.1% | +38.4% | -47.5% | -19.8% |
| 1Y | -34.5% | +34.7% | -69.2% | -41.9% |
| 3Y | -47.0% | +56.7% | -103.6% | -58.7% |
| 5Y | -68.8% | +241.6% | -310.5% | -81.4% |
| All | -68.8% | +245.1% | -313.9% | -81.4% |
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 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