-2.8%
BLK vs FLUT
-65.2%
+62.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.4% |
| 7D | -3.3% | +0.4% | -3.8% | -3.4% |
| 30D | -6.5% | +2.5% | -9.1% | -6.9% |
| 3M | +6.7% | -9.2% | +16.0% | +8.0% |
| 6M | +14.7% | -8.2% | +23.0% | +15.7% |
| YTD | +2.5% | -53.2% | +55.8% | +17.9% |
| 1Y | -2.8% | -65.6% | +62.8% | +14.9% |
| All | -2.8% | -65.2% | +62.5% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling