+65.9%
BLK vs FLR
+54.2%
+11.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.4% |
| 7D | -3.3% | -3.5% | +0.2% | -2.6% |
| 30D | -6.5% | +4.2% | -10.7% | -7.4% |
| 3M | +6.7% | +8.1% | -1.3% | +4.2% |
| 6M | +14.7% | +21.5% | -6.8% | +8.0% |
| YTD | +2.5% | +36.8% | -34.2% | -6.1% |
| 1Y | -2.8% | +31.2% | -34.0% | -10.5% |
| 3Y | +65.9% | +53.9% | +12.0% | +31.7% |
| All | +65.9% | +54.2% | +11.7% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling