+339.8%
BBWI vs FLR
+513.8%
-174.0%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.8% |
| 7D | +0.1% | +5.4% | -5.2% | -1.5% |
| 30D | +12.9% | +2.8% | +10.0% | +11.5% |
| 3M | +16.0% | -6.4% | +22.4% | +17.4% |
| 6M | +16.6% | +8.8% | +7.8% | +11.5% |
| YTD | +9.7% | +23.6% | -13.9% | -0.9% |
| 1Y | +1.5% | +13.8% | -12.3% | -5.8% |
| 3Y | -21.4% | +36.5% | -57.8% | -34.9% |
| 5Y | -67.6% | +119.3% | -186.9% | -77.6% |
| 10Y | -46.8% | +8.0% | -54.8% | -63.6% |
| All | +339.8% | +513.8% | -174.0% | +43.3% |
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