+251.7%
BAC vs FLUT
-26.1%
+277.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | +2.0% | -6.5% | +8.4% | +2.7% |
| 30D | -6.9% | +2.8% | -9.7% | -7.3% |
| 3M | -19.6% | -13.5% | -6.1% | -18.6% |
| 6M | -0.5% | -19.0% | +18.5% | +1.0% |
| YTD | -6.6% | -61.9% | +55.3% | +2.6% |
| 1Y | -3.0% | -63.2% | +60.3% | +6.9% |
| 3Y | +97.3% | -46.0% | +143.3% | +109.2% |
| 5Y | +21.9% | -51.8% | +73.6% | +26.3% |
| 10Y | +251.7% | -26.1% | +277.7% | +272.6% |
| All | +251.7% | -26.1% | +277.7% | +272.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling