+3,193.6%
BHP vs FLR
+513.8%
+2,679.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.9% |
| 7D | -0.5% | +5.4% | -5.9% | -2.3% |
| 30D | -4.5% | +2.8% | -7.4% | -5.6% |
| 3M | -6.9% | -6.4% | -0.5% | -5.2% |
| 6M | -10.6% | +8.8% | -19.3% | -14.5% |
| YTD | +37.2% | +23.6% | +13.6% | +23.8% |
| 1Y | +48.0% | +13.8% | +34.2% | +37.3% |
| 3Y | +52.6% | +36.5% | +16.1% | +22.3% |
| 5Y | +116.5% | +119.3% | -2.9% | +39.8% |
| 10Y | +334.9% | +8.0% | +327.0% | +175.6% |
| All | +3,193.6% | +513.8% | +2,679.8% | +1,342.1% |
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