+116.4%
FLUT vs BAH
+1,056.2%
-939.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -1.0% |
| 7D | -1.1% | -3.5% | +2.5% | -0.7% |
| 30D | +7.7% | +24.3% | -16.5% | +5.0% |
| 3M | -12.2% | +16.3% | -28.5% | -13.7% |
| 6M | -17.6% | +13.6% | -31.2% | -18.9% |
| YTD | -62.0% | +3.5% | -65.5% | -62.4% |
| 1Y | -62.3% | +2.7% | -65.0% | -62.6% |
| 3Y | -52.0% | -26.6% | -25.4% | -51.6% |
| 5Y | -51.8% | +8.5% | -60.3% | -52.7% |
| 10Y | -26.3% | +225.1% | -251.4% | -29.8% |
| All | +116.4% | +1,056.2% | -939.8% | +105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling