+262.3%
BP vs FLUT
+2,054.3%
-1,792.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.6% |
| 7D | +3.9% | -1.6% | +5.6% | +4.0% |
| 30D | +7.6% | +7.7% | -0.1% | +7.2% |
| 3M | +0.7% | -0.7% | +1.4% | +0.6% |
| 6M | +15.5% | -11.2% | +26.6% | +15.7% |
| YTD | +30.8% | -53.4% | +84.3% | +34.7% |
| 1Y | +34.3% | -65.8% | +100.1% | +40.0% |
| 3Y | +35.1% | -44.9% | +80.0% | +37.2% |
| 5Y | +126.8% | -49.7% | +176.5% | +128.3% |
| 10Y | +123.4% | -9.7% | +133.1% | +119.8% |
| All | +262.3% | +2,054.3% | -1,792.0% | +266.5% |
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 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