+35.8%
BN vs FLR
+256.3%
-220.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.8% |
| 7D | -1.2% | +0.7% | -1.8% | -1.4% |
| 30D | -10.9% | -0.7% | -10.2% | -11.0% |
| 3M | -11.1% | +14.3% | -25.4% | -15.6% |
| 6M | -4.4% | +25.6% | -30.0% | -12.9% |
| YTD | -14.1% | +42.9% | -57.0% | -25.2% |
| 1Y | -11.1% | +38.7% | -49.8% | -22.1% |
| 3Y | +75.6% | +61.8% | +13.8% | +37.7% |
| All | +35.8% | +256.3% | -220.5% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling