+283.6%
BAC vs FLUT
+2,054.3%
-1,770.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.1% |
| 7D | +1.1% | -1.6% | +2.7% | +1.2% |
| 30D | -0.4% | +7.7% | -8.1% | -0.9% |
| 3M | +16.9% | -0.7% | +17.6% | +16.7% |
| 6M | +26.6% | -11.2% | +37.8% | +27.1% |
| YTD | +15.8% | -53.4% | +69.2% | +20.4% |
| 1Y | +27.2% | -65.8% | +92.9% | +34.4% |
| 3Y | +132.4% | -44.9% | +177.3% | +138.8% |
| 5Y | +72.6% | -49.7% | +122.3% | +75.5% |
| 10Y | +389.7% | -9.7% | +399.4% | +389.7% |
| All | +283.6% | +2,054.3% | -1,770.7% | +273.7% |
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