+4,829.2%
BLK vs FLUT
+2,067.0%
+2,762.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.4% |
| 7D | -2.9% | +3.8% | -6.7% | -3.2% |
| 30D | -3.6% | +6.3% | -9.9% | -4.2% |
| 3M | +10.1% | -4.0% | +14.2% | +10.2% |
| 6M | +15.3% | -10.3% | +25.6% | +15.8% |
| YTD | +3.5% | -53.2% | +56.7% | +9.2% |
| 1Y | +0.7% | -65.0% | +65.8% | +8.6% |
| 3Y | +68.7% | -43.9% | +112.6% | +74.5% |
| 5Y | +33.1% | -49.2% | +82.3% | +36.1% |
| 10Y | +274.2% | -9.2% | +283.4% | +268.6% |
| All | +4,829.2% | +2,067.0% | +2,762.3% | +4,503.9% |
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 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