+258.5%
BN vs FLR
+19.7%
+238.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | -5.2% | -3.5% | -1.7% | -4.5% |
| 30D | -14.5% | +4.2% | -18.6% | -15.3% |
| 3M | -15.0% | +8.1% | -23.1% | -17.1% |
| 6M | -5.4% | +21.5% | -26.9% | -10.6% |
| YTD | -16.4% | +36.8% | -53.2% | -23.1% |
| 1Y | -16.2% | +31.2% | -47.4% | -22.5% |
| 3Y | +67.5% | +53.9% | +13.6% | +46.5% |
| 5Y | +34.1% | +243.0% | -208.9% | 0.0% |
| All | +258.5% | +19.7% | +238.7% | +168.8% |
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