+74.2%
BND vs FLUT
+324.3%
-250.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -1.4% | -0.7% | -0.7% | -1.4% |
| 30D | +0.6% | +9.3% | -8.7% | +0.6% |
| 3M | -1.6% | -17.5% | +15.9% | -1.6% |
| 6M | -1.5% | -14.6% | +13.1% | -1.5% |
| YTD | -1.5% | -62.3% | +60.8% | -1.4% |
| 1Y | -1.1% | -59.6% | +58.6% | -1.1% |
| 3Y | +13.6% | -45.3% | +58.9% | +13.6% |
| 5Y | -1.8% | -50.4% | +48.6% | -1.8% |
| 10Y | +17.0% | -26.8% | +43.8% | +17.5% |
| All | +74.2% | +324.3% | -250.1% | +76.7% |
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