+127.7%
BP vs FLUT
-26.1%
+153.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -6.9% | -6.5% | -0.4% | -6.4% |
| 30D | -3.6% | +2.8% | -6.4% | -3.9% |
| 3M | +8.4% | -13.5% | +21.9% | +9.3% |
| 6M | +5.3% | -19.0% | +24.3% | +6.4% |
| YTD | +33.2% | -61.9% | +95.0% | +42.7% |
| 1Y | +28.2% | -63.2% | +91.4% | +37.6% |
| 3Y | +49.2% | -46.0% | +95.3% | +53.3% |
| 5Y | +102.9% | -51.8% | +154.6% | +104.4% |
| 10Y | +127.7% | -26.1% | +153.7% | +118.0% |
| All | +127.7% | -26.1% | +153.7% | +118.0% |
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