-1.5%
BND vs FLUT
-50.1%
+48.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | +0.1% | +3.8% | -3.7% | +0.1% |
| 30D | -0.4% | +6.3% | -6.6% | -0.4% |
| 3M | -0.2% | -4.0% | +3.8% | -0.2% |
| 6M | -1.2% | -10.3% | +9.1% | -1.1% |
| YTD | -0.3% | -53.2% | +52.9% | +0.6% |
| 1Y | +0.4% | -65.0% | +65.4% | +1.7% |
| 3Y | +13.4% | -43.9% | +57.3% | +13.7% |
| 5Y | -1.5% | -49.2% | +47.7% | -1.9% |
| All | -1.5% | -50.1% | +48.6% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling