+967.7%
BX vs FLUT
+233.6%
+734.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.8% |
| 7D | -4.4% | -1.6% | -2.7% | -4.2% |
| 30D | +0.1% | +7.7% | -7.7% | -1.1% |
| 3M | +16.0% | -0.7% | +16.7% | +15.6% |
| 6M | +21.6% | -11.2% | +32.8% | +22.9% |
| YTD | -8.9% | -53.4% | +44.5% | +0.4% |
| 1Y | -16.6% | -65.8% | +49.1% | -4.5% |
| 3Y | +43.3% | -44.9% | +88.3% | +53.9% |
| 5Y | +25.7% | -49.7% | +75.4% | +32.4% |
| 10Y | +689.5% | -9.7% | +699.2% | +681.5% |
| All | +967.7% | +233.6% | +734.2% | +867.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling