-10.4%
FLUT vs BAH
+186.6%
-197.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -2.6% | -1.3% | -1.3% | -2.4% |
| 30D | +5.4% | -6.6% | +12.0% | +6.5% |
| 3M | -10.8% | -7.2% | -3.6% | -10.0% |
| 6M | -9.2% | -10.0% | +0.8% | -8.1% |
| YTD | -53.8% | -12.5% | -41.4% | -53.2% |
| 1Y | -66.0% | -27.9% | -38.1% | -64.8% |
| 3Y | -44.7% | -31.4% | -13.3% | -43.3% |
| 5Y | -50.6% | -3.2% | -47.3% | -51.3% |
| 10Y | -10.4% | +191.5% | -201.9% | -16.1% |
| All | -10.4% | +186.6% | -197.1% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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