-1.5%
BAC vs FLUT
-63.1%
+61.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.3% | +4.3% |
| 7D | +1.5% | +4.2% | -2.6% | +0.9% |
| 30D | -4.4% | +8.0% | -12.4% | -5.5% |
| 3M | -17.5% | -22.1% | +4.6% | -15.0% |
| 6M | -0.1% | -21.7% | +21.6% | +2.5% |
| YTD | -4.6% | -62.0% | +57.3% | +15.6% |
| 1Y | -1.5% | -63.2% | +61.7% | +19.9% |
| All | -1.5% | -63.1% | +61.6% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling