+668.0%
BE vs FLR
+4.0%
+663.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.4% |
| 7D | +10.8% | +5.4% | +5.4% | +8.2% |
| 30D | -19.8% | +2.8% | -22.6% | -20.0% |
| 3M | -18.7% | -6.4% | -12.3% | -14.7% |
| 6M | -33.7% | +8.8% | -42.5% | -35.4% |
| YTD | +121.0% | +23.6% | +97.4% | +102.4% |
| 1Y | +85.4% | +13.8% | +71.6% | +78.5% |
| 3Y | +1,709.5% | +36.5% | +1,673.0% | +1,488.8% |
| 5Y | +462.2% | +119.3% | +342.9% | +291.3% |
| All | +668.0% | +4.0% | +663.9% | +160.9% |
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 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