+241.6%
FLR vs BWA
+89.5%
+152.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.5% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | +4.9% | -5.6% | +10.5% | +7.5% |
| 3M | +10.8% | -10.7% | +21.5% | +16.5% |
| 6M | +19.7% | +23.2% | -3.5% | +8.9% |
| YTD | +38.4% | +46.0% | -7.6% | +13.5% |
| 1Y | +34.7% | +51.2% | -16.5% | +8.2% |
| 3Y | +56.7% | +69.6% | -12.9% | +14.3% |
| 5Y | +241.6% | +86.6% | +155.0% | +130.1% |
| All | +241.6% | +89.5% | +152.1% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 5y: compounded portfolio wealth divided by compounded BWA 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…
5y analysis · Full analysis span regression · 6 months rolling