+45.0%
BBY vs FLR
+54.2%
-9.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +2.9% |
| 7D | +0.6% | -3.5% | +4.1% | +1.2% |
| 30D | +9.4% | +4.2% | +5.2% | +8.4% |
| 3M | +19.3% | +8.1% | +11.3% | +16.7% |
| 6M | +47.9% | +21.5% | +26.4% | +39.2% |
| YTD | +39.6% | +36.8% | +2.8% | +26.6% |
| 1Y | +22.2% | +31.2% | -9.0% | +11.7% |
| 3Y | +45.0% | +53.9% | -8.9% | +10.9% |
| All | +45.0% | +54.2% | -9.2% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling