+26.6%
BA vs FLUT
-25.6%
+52.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | -0.1% | +0.5% |
| 7D | 0.0% | -1.5% | +1.5% | +0.3% |
| 30D | -8.9% | +3.4% | -12.3% | -9.5% |
| 3M | -25.5% | -12.5% | -13.0% | -24.2% |
| 6M | -27.0% | -18.5% | -8.5% | -25.3% |
| YTD | -20.1% | -61.6% | +41.5% | -7.8% |
| 1Y | -11.0% | -64.1% | +53.1% | +3.7% |
| 3Y | -11.8% | -44.5% | +32.6% | -5.2% |
| 5Y | -20.6% | -51.3% | +30.6% | -16.6% |
| 10Y | +26.6% | -25.6% | +52.2% | +25.8% |
| All | +26.6% | -25.6% | +52.2% | +25.8% |
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