+41.0%
FLR vs BR
+1,281.7%
-1,240.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.0% |
| 7D | -3.1% | -5.0% | +1.9% | -0.2% |
| 30D | +4.9% | -2.5% | +7.4% | +6.1% |
| 3M | +10.8% | +13.5% | -2.7% | +0.5% |
| 6M | +19.7% | -9.4% | +29.1% | +23.3% |
| YTD | +38.4% | -23.3% | +61.6% | +56.3% |
| 1Y | +34.7% | -31.6% | +66.3% | +63.1% |
| 3Y | +56.7% | -5.1% | +61.7% | +52.1% |
| 5Y | +241.6% | +8.2% | +233.4% | +198.1% |
| 10Y | +20.2% | +189.8% | -169.6% | -48.8% |
| All | +41.0% | +1,281.7% | -1,240.7% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling