+1,003.0%
BE vs FLR
+15.1%
+987.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.2% | +5.5% | +6.1% |
| 7D | +9.0% | -3.5% | +12.5% | +11.1% |
| 30D | +16.3% | +4.2% | +12.1% | +13.9% |
| 3M | +10.8% | +8.1% | +2.7% | +6.3% |
| 6M | +73.2% | +21.5% | +51.7% | +56.9% |
| YTD | +217.4% | +36.8% | +180.6% | +172.2% |
| 1Y | +309.8% | +31.2% | +278.6% | +266.3% |
| 3Y | +1,726.2% | +53.9% | +1,672.3% | +1,389.7% |
| 5Y | +1,306.2% | +243.0% | +1,063.1% | +688.4% |
| All | +1,003.0% | +15.1% | +987.9% | +250.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling