-51.0%
FLUT vs BAH
+8.3%
-59.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -0.5% |
| 7D | -1.1% | -3.5% | +2.5% | -0.2% |
| 30D | +7.7% | +24.3% | -16.5% | +2.4% |
| 3M | -12.2% | +16.3% | -28.5% | -15.3% |
| 6M | -17.6% | +13.6% | -31.2% | -20.3% |
| YTD | -62.0% | +3.5% | -65.5% | -62.8% |
| 1Y | -62.3% | +2.7% | -65.0% | -63.0% |
| 3Y | -52.0% | -26.6% | -25.4% | -52.4% |
| All | -51.0% | +8.3% | -59.3% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling