+141.1%
BP vs FLR
+245.1%
-104.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +4.9% | +2.4% |
| 7D | +4.0% | -3.1% | +7.1% | +4.6% |
| 30D | +7.8% | +4.9% | +2.9% | +6.7% |
| 3M | +8.4% | +10.8% | -2.4% | +5.1% |
| 6M | +15.1% | +19.7% | -4.6% | +8.7% |
| YTD | +36.4% | +38.4% | -1.9% | +24.1% |
| 1Y | +40.9% | +34.7% | +6.2% | +27.8% |
| 3Y | +38.8% | +56.7% | -17.8% | +10.9% |
| 5Y | +141.1% | +241.6% | -100.5% | +52.1% |
| All | +141.1% | +245.1% | -104.0% | +52.1% |
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