+288.6%
BBWI vs FLR
+609.6%
-321.0%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.4% |
| 7D | +1.6% | +0.7% | +0.9% | +1.3% |
| 30D | -6.2% | -0.7% | -5.5% | -6.3% |
| 3M | +4.3% | +14.3% | -10.0% | -1.1% |
| 6M | -7.2% | +25.6% | -32.8% | -15.7% |
| YTD | -3.0% | +42.9% | -45.9% | -15.8% |
| 1Y | -30.8% | +38.7% | -69.5% | -39.5% |
| 3Y | -43.4% | +61.8% | -105.2% | -55.3% |
| 5Y | -66.7% | +254.1% | -320.8% | -80.3% |
| 10Y | -55.7% | +20.0% | -75.7% | -70.7% |
| All | +288.6% | +609.6% | -321.0% | +21.8% |
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