+1,242.0%
BBY vs FLR
+587.1%
+654.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.7% |
| 7D | +1.2% | -3.1% | +4.3% | +2.0% |
| 30D | +6.8% | +4.9% | +1.9% | +5.3% |
| 3M | +18.7% | +10.8% | +7.9% | +14.4% |
| 6M | +37.3% | +19.7% | +17.6% | +28.1% |
| YTD | +35.3% | +38.4% | -3.0% | +21.0% |
| 1Y | +20.7% | +34.7% | -14.0% | +8.2% |
| 3Y | +39.4% | +56.7% | -17.2% | +14.9% |
| 5Y | -1.5% | +241.6% | -243.1% | -36.7% |
| 10Y | +239.8% | +20.2% | +219.6% | +137.0% |
| All | +1,242.0% | +587.1% | +654.9% | +260.5% |
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