+268.3%
BP vs FLUT
+1,658.1%
-1,389.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | -0.3% |
| 7D | -11.6% | -1.1% | -10.6% | -11.6% |
| 30D | 0.0% | +7.7% | -7.7% | -0.3% |
| 3M | +6.7% | -12.2% | +18.9% | +7.1% |
| 6M | +2.2% | -17.6% | +19.7% | +2.7% |
| YTD | +33.0% | -62.0% | +95.0% | +37.9% |
| 1Y | +30.7% | -62.3% | +93.0% | +35.5% |
| 3Y | +44.2% | -52.0% | +96.1% | +47.2% |
| 5Y | +105.1% | -51.8% | +156.9% | +107.1% |
| 10Y | +133.5% | -26.3% | +159.8% | +131.5% |
| All | +268.3% | +1,658.1% | -1,389.8% | +275.3% |
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