-23.1%
BA vs FLUT
-52.8%
+29.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -4.0% | -2.9% |
| 7D | -0.1% | +4.8% | -4.9% | -1.2% |
| 30D | -9.1% | +8.8% | -17.9% | -11.0% |
| 3M | -28.2% | -10.7% | -17.5% | -26.8% |
| 6M | -23.1% | -19.7% | -3.4% | -20.6% |
| YTD | -20.6% | -61.4% | +40.9% | -3.1% |
| 1Y | -12.7% | -61.6% | +48.9% | +6.2% |
| 3Y | -11.6% | -51.4% | +39.8% | -0.7% |
| 5Y | -23.1% | -51.0% | +27.9% | -19.0% |
| All | -23.1% | -52.8% | +29.6% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling