+3,711.5%
BHP vs FLR
+609.6%
+3,101.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | +1.3% | +0.7% | +0.6% | +1.0% |
| 30D | +4.0% | -0.7% | +4.6% | +3.8% |
| 3M | +12.3% | +14.3% | -2.0% | +5.9% |
| 6M | +30.8% | +25.6% | +5.2% | +18.2% |
| YTD | +58.8% | +42.9% | +15.9% | +36.7% |
| 1Y | +76.8% | +38.7% | +38.1% | +52.5% |
| 3Y | +87.5% | +61.8% | +25.7% | +41.6% |
| 5Y | +123.9% | +254.1% | -130.2% | +20.7% |
| 10Y | +504.4% | +20.0% | +484.3% | +269.1% |
| All | +3,711.5% | +609.6% | +3,101.9% | +1,492.2% |
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 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