-11.5%
BA vs FLUT
-63.7%
+52.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.6% |
| 7D | -1.7% | -6.5% | +4.7% | -1.0% |
| 30D | -9.5% | +2.8% | -12.2% | -9.7% |
| 3M | -26.5% | -13.5% | -13.0% | -25.6% |
| 6M | -27.4% | -19.0% | -8.4% | -26.5% |
| YTD | -20.6% | -61.9% | +41.3% | -10.6% |
| All | -11.5% | -63.7% | +52.1% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling