+64.6%
BMY vs FLUT
-10.4%
+75.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.4% |
| 7D | -4.8% | -2.6% | -2.2% | -4.8% |
| 30D | -0.7% | +5.4% | -6.0% | -0.8% |
| 3M | +15.3% | -10.8% | +26.1% | +15.5% |
| 6M | +8.5% | -9.2% | +17.8% | +8.6% |
| YTD | +23.4% | -53.8% | +77.3% | +24.8% |
| 1Y | +42.9% | -66.0% | +108.9% | +45.1% |
| 3Y | +22.0% | -44.7% | +66.6% | +22.5% |
| 5Y | +24.3% | -50.6% | +74.9% | +24.3% |
| 10Y | +64.6% | -10.4% | +75.0% | +71.5% |
| All | +64.6% | -10.4% | +75.0% | +71.5% |
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