+16.8%
FLR vs BG
+166.7%
-149.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +3.0% | +2.2% |
| 7D | -3.5% | +3.1% | -6.6% | -5.3% |
| 30D | +4.2% | +10.2% | -6.1% | -2.0% |
| 3M | +8.1% | -1.7% | +9.8% | +7.6% |
| 6M | +21.5% | +1.0% | +20.5% | +17.8% |
| YTD | +36.8% | +39.9% | -3.1% | +7.5% |
| 1Y | +31.2% | +53.2% | -22.0% | -4.0% |
| 3Y | +53.9% | +16.3% | +37.6% | +29.4% |
| 5Y | +243.0% | +83.9% | +159.2% | +90.0% |
| All | +16.8% | +166.7% | -149.9% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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