+53.9%
FLR vs BR
-5.3%
+59.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -3.5% | -3.0% | -0.5% | -3.0% |
| 30D | +4.2% | -0.3% | +4.5% | +4.1% |
| 3M | +8.1% | +17.3% | -9.2% | +3.4% |
| 6M | +21.5% | -6.7% | +28.2% | +26.0% |
| YTD | +36.8% | -23.4% | +60.2% | +55.8% |
| 1Y | +31.2% | -32.7% | +63.9% | +60.9% |
| 3Y | +53.9% | -5.9% | +59.8% | +54.7% |
| All | +53.9% | -5.3% | +59.2% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling