+81.0%
BSX vs FLUT
-9.3%
+90.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | -10.1% | +0.4% | -10.5% | -10.1% |
| 30D | -16.4% | +2.5% | -18.9% | -16.7% |
| 3M | -8.9% | -9.2% | +0.4% | -8.2% |
| 6M | -38.3% | -8.2% | -30.0% | -38.0% |
| YTD | -54.9% | -53.2% | -1.7% | -52.0% |
| 1Y | -58.8% | -65.6% | +6.8% | -55.0% |
| 3Y | -21.2% | -43.6% | +22.3% | -18.3% |
| 5Y | -3.3% | -50.3% | +47.0% | -2.1% |
| All | +81.0% | -9.3% | +90.3% | +80.0% |
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