-21.9%
BA vs FLUT
-53.8%
+31.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | -1.7% | -6.5% | +4.7% | -0.3% |
| 30D | -9.5% | +2.8% | -12.2% | -10.1% |
| 3M | -26.5% | -13.5% | -13.0% | -24.5% |
| 6M | -27.4% | -19.0% | -8.4% | -25.1% |
| YTD | -20.6% | -61.9% | +41.3% | -2.9% |
| 1Y | -11.4% | -63.2% | +51.8% | +8.9% |
| 3Y | -10.8% | -46.0% | +35.2% | -2.3% |
| 5Y | -21.9% | -51.8% | +29.8% | -16.7% |
| All | -21.9% | -53.8% | +31.8% | -16.7% |
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 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