-10.6%
BA vs FLUT
-51.2%
+40.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -4.0% | -2.8% |
| 7D | -0.1% | +4.8% | -4.9% | -1.0% |
| 30D | -9.1% | +8.8% | -17.9% | -10.7% |
| 3M | -28.2% | -10.7% | -17.5% | -27.0% |
| 6M | -23.1% | -19.7% | -3.4% | -20.9% |
| YTD | -20.6% | -61.4% | +40.9% | -3.9% |
| 1Y | -12.7% | -61.6% | +48.9% | +5.1% |
| All | -10.6% | -51.2% | +40.6% | +3.4% |
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