+278.1%
FLR vs BG
+1,185.2%
-907.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.5% | -1.5% |
| 7D | +0.7% | +2.4% | -1.7% | -0.7% |
| 30D | -0.7% | +15.0% | -15.7% | -8.3% |
| 3M | +14.3% | -0.7% | +15.0% | +13.1% |
| 6M | +25.6% | +7.5% | +18.1% | +18.2% |
| YTD | +42.9% | +41.6% | +1.3% | +15.5% |
| 1Y | +38.7% | +50.7% | -11.9% | +7.3% |
| 3Y | +61.8% | +20.3% | +41.5% | +36.4% |
| 5Y | +254.1% | +85.2% | +168.9% | +126.4% |
| 10Y | +20.0% | +160.6% | -140.6% | -38.4% |
| All | +278.1% | +1,185.2% | -907.2% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling