+221.6%
BP vs FLR
+603.8%
-382.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.9% | +1.2% |
| 7D | +3.9% | +5.4% | -1.5% | +2.5% |
| 30D | +7.6% | +11.4% | -3.8% | +3.6% |
| 3M | +0.7% | +11.4% | -10.7% | -3.7% |
| 6M | +15.5% | +16.6% | -1.1% | +7.6% |
| YTD | +30.8% | +41.7% | -10.9% | +15.0% |
| 1Y | +34.3% | +35.4% | -1.1% | +18.5% |
| 3Y | +35.1% | +57.3% | -22.3% | +7.3% |
| 5Y | +126.8% | +241.0% | -114.2% | +39.6% |
| 10Y | +123.4% | +16.6% | +106.7% | +52.7% |
| All | +221.6% | +603.8% | -382.2% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling