-23.1%
BA vs FLUT
-20.0%
-3.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -4.0% | -2.7% |
| 7D | -0.1% | +4.8% | -4.9% | -0.5% |
| 30D | -9.1% | +8.8% | -17.9% | -9.8% |
| 3M | -28.2% | -10.7% | -17.5% | -27.7% |
| 6M | -23.1% | -19.7% | -3.4% | -23.3% |
| All | -23.1% | -20.0% | -3.1% | -23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling