+165.1%
FLUT vs BAH
+886.2%
-721.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.0% |
| 7D | -1.6% | -3.2% | +1.6% | -1.3% |
| 30D | +7.7% | +2.0% | +5.7% | +7.5% |
| 3M | -0.7% | -7.6% | +6.9% | -0.1% |
| 6M | -11.2% | -5.7% | -5.5% | -10.8% |
| YTD | -53.4% | -11.7% | -41.7% | -53.0% |
| 1Y | -65.8% | -27.4% | -38.4% | -65.0% |
| 3Y | -44.9% | -32.5% | -12.4% | -43.8% |
| 5Y | -49.7% | -3.3% | -46.4% | -49.8% |
| 10Y | -9.7% | +186.0% | -195.7% | -12.4% |
| All | +165.1% | +886.2% | -721.1% | +155.9% |
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