+593.0%
BE vs FLUT
-23.2%
+616.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +3.8% |
| 7D | -14.7% | -1.1% | -13.7% | -14.8% |
| 30D | -40.5% | +7.7% | -48.2% | -42.0% |
| 3M | -24.3% | -12.2% | -12.2% | -22.9% |
| 6M | -39.3% | -17.6% | -21.7% | -39.2% |
| YTD | +99.4% | -62.0% | +161.4% | +151.2% |
| 1Y | +26.6% | -62.3% | +88.8% | +60.8% |
| 3Y | +1,616.9% | -52.0% | +1,668.9% | +1,886.4% |
| 5Y | +441.4% | -51.8% | +493.1% | +492.3% |
| All | +593.0% | -23.2% | +616.1% | +551.3% |
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