-26.8%
BX vs FLUT
-66.2%
+39.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.7% |
| 7D | -8.9% | -3.6% | -5.3% | -8.0% |
| 30D | -14.8% | -0.3% | -14.4% | -14.9% |
| 3M | +6.9% | -12.6% | +19.6% | +10.1% |
| 6M | +16.3% | -8.0% | +24.3% | +17.5% |
| YTD | -16.1% | -54.1% | +38.0% | +3.7% |
| 1Y | -26.8% | -66.1% | +39.3% | -2.3% |
| All | -26.8% | -66.2% | +39.4% | -2.3% |
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 2025-09-10 to 2026-09-10: 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling