+140.1%
BP vs FLUT
-26.1%
+166.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.4% | +1.5% |
| 7D | +2.5% | -1.2% | +3.7% | +2.6% |
| 30D | -5.6% | +5.0% | -10.6% | -6.0% |
| 3M | +8.0% | -16.4% | +24.5% | +9.2% |
| 6M | +5.7% | -14.6% | +20.2% | +6.3% |
| YTD | +36.8% | -61.9% | +98.7% | +46.6% |
| 1Y | +30.7% | -65.0% | +95.7% | +41.0% |
| 3Y | +51.6% | -44.8% | +96.4% | +55.4% |
| 5Y | +112.2% | -49.9% | +162.1% | +113.3% |
| All | +140.1% | -26.1% | +166.1% | +130.4% |
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