-10.3%
BX vs FLUT
-63.2%
+52.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | +14.2% | +9.3% | +5.0% | +11.4% |
| 3M | -18.7% | -17.5% | -1.3% | -15.2% |
| 6M | +2.5% | -14.6% | +17.1% | +4.7% |
| YTD | -18.8% | -62.3% | +43.5% | +9.5% |
| 1Y | -10.3% | -59.6% | +49.3% | +19.2% |
| All | -10.3% | -63.2% | +52.9% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling