+385.9%
BKR vs FLUT
+2,037.5%
-1,651.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.4% |
| 7D | -1.5% | -2.6% | +1.1% | -1.4% |
| 30D | -0.7% | +5.4% | -6.0% | -1.0% |
| 3M | +0.5% | -10.8% | +11.3% | +0.9% |
| 6M | +6.6% | -9.2% | +15.8% | +6.9% |
| YTD | +41.3% | -53.8% | +95.1% | +46.5% |
| 1Y | +42.2% | -66.0% | +108.2% | +49.8% |
| 3Y | +83.4% | -44.7% | +128.1% | +88.0% |
| 5Y | +203.6% | -50.6% | +254.2% | +209.2% |
| 10Y | +139.9% | -10.4% | +150.4% | +137.9% |
| All | +385.9% | +2,037.5% | -1,651.5% | +338.8% |
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