+58.2%
BMY vs FLUT
-25.6%
+83.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +1.1% |
| 7D | +1.8% | -1.5% | +3.2% | +1.8% |
| 30D | +6.2% | +3.4% | +2.8% | +6.2% |
| 3M | -2.1% | -12.5% | +10.3% | -2.0% |
| 6M | +14.3% | -18.5% | +32.7% | +14.6% |
| YTD | +21.6% | -61.6% | +83.2% | +23.3% |
| 1Y | +38.8% | -64.1% | +102.9% | +40.8% |
| 3Y | +42.9% | -44.5% | +87.4% | +43.7% |
| 5Y | +30.1% | -51.3% | +81.3% | +30.4% |
| 10Y | +58.2% | -25.6% | +83.8% | +65.2% |
| All | +58.2% | -25.6% | +83.8% | +65.2% |
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