+113.1%
BHP vs FLR
+230.6%
-117.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.3% | -3.0% | -4.7% |
| 7D | -3.7% | -6.9% | +3.1% | -1.9% |
| 30D | -0.8% | +1.1% | -2.0% | -1.3% |
| 3M | +7.6% | +14.3% | -6.7% | +3.1% |
| 6M | +20.8% | +19.1% | +1.7% | +13.7% |
| YTD | +50.8% | +35.1% | +15.6% | +37.2% |
| 1Y | +70.9% | +29.5% | +41.4% | +56.4% |
| 3Y | +78.0% | +53.0% | +25.0% | +43.3% |
| 5Y | +113.1% | +238.9% | -125.8% | +39.6% |
| All | +113.1% | +230.6% | -117.5% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling