+121.4%
BKR vs FLUT
-11.0%
+132.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.6% |
| 7D | -6.7% | -3.6% | -3.1% | -6.4% |
| 30D | -8.3% | -0.3% | -8.0% | -8.4% |
| 3M | -5.4% | -12.6% | +7.2% | -4.6% |
| 6M | +0.8% | -8.0% | +8.8% | +1.0% |
| YTD | +31.8% | -54.1% | +86.0% | +39.6% |
| 1Y | +28.6% | -66.1% | +94.7% | +39.3% |
| 3Y | +71.2% | -45.0% | +116.3% | +78.7% |
| 5Y | +179.2% | -51.2% | +230.5% | +186.0% |
| All | +121.4% | -11.0% | +132.4% | +133.6% |
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