-26.1%
FLUT vs BAX
-36.0%
+9.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.8% |
| 7D | -1.2% | +0.4% | -1.6% | -1.2% |
| 30D | +5.0% | +3.4% | +1.6% | +4.4% |
| 3M | -16.4% | -4.5% | -12.0% | -16.0% |
| 6M | -14.6% | +44.0% | -58.6% | -18.8% |
| YTD | -61.9% | +34.9% | -96.8% | -63.7% |
| 1Y | -65.0% | +37.9% | -102.9% | -66.8% |
| 3Y | -44.8% | -17.1% | -27.8% | -45.0% |
| 5Y | -49.9% | -64.3% | +14.4% | -46.8% |
| All | -26.1% | -36.0% | +9.9% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling