+23.4%
BA vs FLUT
-26.1%
+49.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.0% |
| 7D | -0.6% | -1.2% | +0.7% | -0.4% |
| 30D | -8.0% | +5.0% | -13.0% | -8.8% |
| 3M | -25.8% | -16.4% | -9.4% | -23.9% |
| 6M | -27.6% | -14.6% | -13.0% | -26.5% |
| YTD | -21.0% | -61.9% | +40.9% | -8.6% |
| 1Y | -12.3% | -65.0% | +52.8% | +2.7% |
| 3Y | -12.8% | -44.8% | +32.1% | -6.1% |
| 5Y | -22.4% | -49.9% | +27.5% | -18.5% |
| All | +23.4% | -26.1% | +49.4% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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