-43.1%
FLUT vs BAX
-31.1%
-12.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.4% |
| 7D | -1.6% | -1.1% | -0.5% | -1.4% |
| 30D | +7.7% | -5.5% | +13.2% | +8.8% |
| 3M | -0.7% | +33.5% | -34.3% | -5.5% |
| 6M | -11.2% | +35.9% | -47.0% | -16.1% |
| YTD | -53.4% | +35.4% | -88.8% | -56.3% |
| 1Y | -65.8% | +9.8% | -75.5% | -66.7% |
| All | -43.1% | -31.1% | -12.0% | -45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling