-10.4%
FLUT vs BAX
-37.8%
+27.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.1% |
| 7D | -2.6% | -5.1% | +2.5% | -1.9% |
| 30D | +5.4% | -12.2% | +17.5% | +7.2% |
| 3M | -10.8% | +21.8% | -32.6% | -13.0% |
| 6M | -9.2% | +36.3% | -45.5% | -12.9% |
| YTD | -53.8% | +27.8% | -81.6% | -55.5% |
| 1Y | -66.0% | -0.1% | -65.9% | -66.3% |
| 3Y | -44.7% | -33.3% | -11.4% | -43.5% |
| 5Y | -50.6% | -67.1% | +16.5% | -47.1% |
| 10Y | -10.4% | -36.9% | +26.5% | -6.2% |
| All | -10.4% | -37.8% | +27.4% | -6.2% |
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