+24.3%
BX vs FLUT
-50.1%
+74.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | -2.0% | +3.8% | -5.8% | -3.2% |
| 30D | -2.3% | +6.3% | -8.6% | -4.5% |
| 3M | +18.5% | -4.0% | +22.6% | +18.8% |
| 6M | +23.7% | -10.3% | +34.0% | +26.0% |
| YTD | -10.4% | -53.2% | +42.8% | +12.7% |
| 1Y | -19.6% | -65.0% | +45.5% | +10.7% |
| 3Y | +30.8% | -43.9% | +74.7% | +51.5% |
| 5Y | +24.3% | -49.2% | +73.6% | +30.8% |
| All | +24.3% | -50.1% | +74.5% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling