+117.1%
FLUT vs BAH
+1,074.5%
-957.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | -6.5% | -1.5% | -5.0% | -6.3% |
| 30D | +2.8% | +17.3% | -14.5% | +0.9% |
| 3M | -13.5% | +14.9% | -28.3% | -14.9% |
| 6M | -19.0% | +14.2% | -33.2% | -20.4% |
| YTD | -61.9% | +5.1% | -67.0% | -62.3% |
| 1Y | -63.2% | +2.1% | -65.3% | -63.6% |
| 3Y | -46.0% | -26.0% | -20.0% | -45.7% |
| 5Y | -51.8% | +9.0% | -60.7% | -52.8% |
| 10Y | -26.1% | +208.8% | -234.8% | -29.6% |
| All | +117.1% | +1,074.5% | -957.4% | +105.4% |
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