+911.5%
BE vs FLUT
-5.9%
+917.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.2% | +9.5% | +7.9% |
| 7D | +20.0% | -1.6% | +21.6% | +20.4% |
| 30D | +7.9% | +7.7% | +0.2% | +5.4% |
| 3M | -13.2% | -0.7% | -12.5% | -15.5% |
| 6M | +53.5% | -11.2% | +64.6% | +52.6% |
| YTD | +191.0% | -53.4% | +244.5% | +251.3% |
| 1Y | +360.5% | -65.8% | +426.3% | +512.3% |
| 3Y | +1,568.0% | -44.9% | +1,612.9% | +1,781.9% |
| 5Y | +1,055.2% | -49.7% | +1,104.9% | +1,146.2% |
| All | +911.5% | -5.9% | +917.4% | +811.0% |
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