+152.4%
BSX vs FLUT
+1,645.8%
-1,493.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +3.7% | -0.7% | +4.4% | +3.8% |
| 30D | +3.1% | +9.3% | -6.1% | +2.7% |
| 3M | -14.2% | -17.5% | +3.3% | -13.6% |
| 6M | -16.4% | -14.6% | -1.8% | -16.0% |
| YTD | -53.5% | -62.3% | +8.8% | -51.8% |
| 1Y | -57.8% | -59.6% | +1.9% | -56.3% |
| 3Y | -17.4% | -45.3% | +27.8% | -15.7% |
| 5Y | +5.4% | -50.4% | +55.8% | +6.9% |
| 10Y | +106.2% | -26.8% | +133.1% | +107.2% |
| All | +152.4% | +1,645.8% | -1,493.5% | +144.3% |
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