+888.6%
BA vs FLUT
+2,054.3%
-1,165.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.0% |
| 7D | +1.2% | -1.6% | +2.8% | +1.3% |
| 30D | -11.6% | +7.7% | -19.4% | -12.2% |
| 3M | -2.4% | -0.7% | -1.7% | -2.6% |
| 6M | -6.6% | -11.2% | +4.5% | -6.2% |
| YTD | -2.2% | -53.4% | +51.2% | +3.0% |
| 1Y | -8.0% | -65.8% | +57.7% | -0.9% |
| 3Y | -5.0% | -44.9% | +39.9% | -1.6% |
| 5Y | -2.7% | -49.7% | +47.0% | -0.5% |
| 10Y | +75.9% | -9.7% | +85.6% | +74.9% |
| All | +888.6% | +2,054.3% | -1,165.7% | +859.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling