-10.6%
BITO vs FLUT
-49.0%
+38.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.5% |
| 7D | -3.4% | +0.4% | -3.9% | -3.6% |
| 30D | +21.4% | +2.5% | +18.9% | +20.3% |
| 3M | +20.5% | -9.2% | +29.7% | +22.2% |
| 6M | +7.4% | -8.2% | +15.6% | +7.7% |
| YTD | -13.9% | -53.2% | +39.4% | +3.9% |
| 1Y | -35.1% | -65.6% | +30.5% | -15.1% |
| 3Y | +156.8% | -43.6% | +200.4% | +185.6% |
| All | -10.6% | -49.0% | +38.4% | -27.0% |
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 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