+68.8%
BN vs FLR
+56.0%
+12.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.0% |
| 7D | -3.0% | -3.1% | +0.1% | -2.2% |
| 30D | -13.0% | +4.9% | -17.9% | -14.3% |
| 3M | -15.2% | +10.8% | -26.0% | -18.8% |
| 6M | -5.9% | +19.7% | -25.6% | -13.4% |
| YTD | -15.8% | +38.4% | -54.1% | -26.4% |
| 1Y | -12.2% | +34.7% | -46.9% | -23.0% |
| All | +68.8% | +56.0% | +12.9% | +23.7% |
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