+66.0%
BHP vs FLR
+31.2%
+34.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.1% | -1.8% |
| 7D | -5.0% | +5.4% | -10.4% | -6.3% |
| 30D | +1.2% | +11.4% | -10.2% | -2.5% |
| 3M | +1.8% | +11.4% | -9.6% | -2.2% |
| 6M | +18.0% | +16.6% | +1.4% | +10.4% |
| YTD | +52.7% | +41.7% | +11.0% | +36.8% |
| 1Y | +66.0% | +35.4% | +30.6% | +52.8% |
| All | +66.0% | +31.2% | +34.8% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling