+65.9%
BLK vs FLUT
-42.2%
+108.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.3% |
| 7D | -3.3% | +0.4% | -3.8% | -3.4% |
| 30D | -6.5% | +2.5% | -9.1% | -7.1% |
| 3M | +6.7% | -9.2% | +16.0% | +8.1% |
| 6M | +14.7% | -8.2% | +23.0% | +15.5% |
| YTD | +2.5% | -53.2% | +55.8% | +18.9% |
| 1Y | -2.8% | -65.6% | +62.8% | +19.8% |
| 3Y | +65.9% | -43.6% | +109.4% | +79.9% |
| All | +65.9% | -42.2% | +108.1% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling