+476.4%
BHP vs FLR
+19.7%
+456.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | -3.6% | -3.5% | -0.1% | -2.9% |
| 30D | -1.2% | +4.2% | -5.4% | -2.1% |
| 3M | +1.2% | +8.1% | -6.9% | -1.1% |
| 6M | +21.4% | +21.5% | -0.1% | +15.3% |
| YTD | +50.4% | +36.8% | +13.6% | +39.2% |
| 1Y | +67.5% | +31.2% | +36.3% | +55.7% |
| 3Y | +72.8% | +53.9% | +18.9% | +49.2% |
| 5Y | +112.6% | +243.0% | -130.4% | +53.8% |
| All | +476.4% | +19.7% | +456.7% | +368.2% |
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