+680.0%
BX vs FLUT
-22.9%
+702.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -1.2% |
| 7D | -2.8% | +4.5% | -7.4% | -3.7% |
| 30D | +7.3% | +9.2% | -1.9% | +5.3% |
| 3M | -16.3% | -13.7% | -2.6% | -14.2% |
| 6M | +2.5% | -9.0% | +11.5% | +3.4% |
| YTD | -17.6% | -60.2% | +42.7% | -2.7% |
| 1Y | -12.4% | -63.1% | +50.8% | +4.7% |
| 3Y | +36.2% | -42.5% | +78.6% | +51.2% |
| 5Y | +3.0% | -47.6% | +50.5% | +10.7% |
| 10Y | +680.0% | -22.9% | +702.9% | +722.0% |
| All | +680.0% | -22.9% | +702.9% | +722.0% |
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