+36.8%
BX vs FLUT
-44.6%
+81.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.9% | -1.4% |
| 7D | +3.7% | -1.5% | +5.1% | +4.1% |
| 30D | +8.2% | +3.4% | +4.8% | +6.9% |
| 3M | -12.7% | -12.5% | -0.2% | -9.5% |
| 6M | +1.0% | -18.5% | +19.4% | +5.8% |
| YTD | -17.2% | -61.6% | +44.4% | +13.6% |
| 1Y | -11.6% | -64.1% | +52.5% | +23.8% |
| 3Y | +36.8% | -44.5% | +81.2% | +76.0% |
| All | +36.8% | -44.6% | +81.4% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling