+202.4%
BAC vs FLUT
+1,658.1%
-1,455.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -1.2% | -1.1% | -0.1% | -1.1% |
| 30D | -7.7% | +7.7% | -15.4% | -8.1% |
| 3M | -21.2% | -12.2% | -9.0% | -20.7% |
| 6M | -6.8% | -17.6% | +10.7% | -6.2% |
| YTD | -8.7% | -62.0% | +53.3% | -4.0% |
| 1Y | -5.3% | -62.3% | +57.0% | -0.4% |
| 3Y | +87.4% | -52.0% | +139.4% | +94.2% |
| 5Y | +18.9% | -51.8% | +70.7% | +21.8% |
| 10Y | +273.3% | -26.3% | +299.6% | +277.3% |
| All | +202.4% | +1,658.1% | -1,455.7% | +197.8% |
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