-66.0%
FLUT vs BAH
-26.7%
-39.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -2.6% | -1.3% | -1.3% | -2.2% |
| 30D | +5.4% | -6.6% | +12.0% | +7.6% |
| 3M | -10.8% | -7.2% | -3.6% | -9.5% |
| 6M | -9.2% | -10.0% | +0.8% | -7.5% |
| YTD | -53.8% | -12.5% | -41.4% | -53.1% |
| 1Y | -66.0% | -27.9% | -38.1% | -66.0% |
| All | -66.0% | -26.7% | -39.2% | -66.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling