-10.1%
BA vs FLUT
-52.0%
+41.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.8% |
| 7D | +1.1% | -1.1% | +2.2% | +1.2% |
| 30D | -7.9% | +7.7% | -15.6% | -9.4% |
| 3M | -25.3% | -12.2% | -13.2% | -23.8% |
| 6M | -24.6% | -17.6% | -7.0% | -22.9% |
| YTD | -20.1% | -62.0% | +41.9% | -3.2% |
| 1Y | -11.8% | -62.3% | +50.5% | +6.6% |
| 3Y | -10.1% | -52.0% | +41.8% | +4.2% |
| All | -10.1% | -52.0% | +41.8% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling