+642.7%
BX vs FLUT
-11.0%
+653.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.7% |
| 7D | -8.9% | -3.6% | -5.3% | -8.2% |
| 30D | -14.8% | -0.3% | -14.4% | -14.9% |
| 3M | +6.9% | -12.6% | +19.6% | +9.2% |
| 6M | +16.3% | -8.0% | +24.3% | +17.2% |
| YTD | -16.1% | -54.1% | +38.0% | -3.5% |
| 1Y | -26.8% | -66.1% | +39.3% | -11.1% |
| 3Y | +22.4% | -45.0% | +67.5% | +35.8% |
| 5Y | +16.0% | -51.2% | +67.2% | +22.2% |
| All | +642.7% | -11.0% | +653.7% | +654.3% |
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 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