+172.1%
BSX vs FLUT
+2,054.3%
-1,882.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +1.9% |
| 7D | +2.0% | -1.6% | +3.7% | +2.1% |
| 30D | +0.1% | +7.7% | -7.6% | -0.2% |
| 3M | -2.1% | -0.7% | -1.4% | -2.2% |
| 6M | -33.8% | -11.2% | -22.6% | -33.6% |
| YTD | -49.9% | -53.4% | +3.6% | -48.4% |
| 1Y | -55.4% | -65.8% | +10.3% | -53.7% |
| 3Y | -10.9% | -44.9% | +34.1% | -9.2% |
| 5Y | +6.4% | -49.7% | +56.1% | +7.4% |
| 10Y | +97.0% | -9.7% | +106.7% | +96.3% |
| All | +172.1% | +2,054.3% | -1,882.2% | +161.1% |
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