+911.5%
BE vs FLR
+19.3%
+892.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.3% | +9.7% | +8.5% |
| 7D | +20.0% | +5.4% | +14.5% | +16.7% |
| 30D | +7.9% | +11.4% | -3.5% | +0.4% |
| 3M | -13.2% | +11.4% | -24.6% | -17.9% |
| 6M | +53.5% | +16.6% | +36.8% | +42.0% |
| YTD | +191.0% | +41.7% | +149.3% | +144.9% |
| 1Y | +360.5% | +35.4% | +325.1% | +305.2% |
| 3Y | +1,568.0% | +57.3% | +1,510.7% | +1,242.9% |
| 5Y | +1,055.2% | +241.0% | +814.2% | +547.0% |
| All | +911.5% | +19.3% | +892.2% | +215.7% |
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