-46.0%
FLUT vs BAX
-17.7%
-28.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.1% |
| 7D | -6.5% | +9.0% | -15.5% | -8.0% |
| 30D | +2.8% | +8.5% | -5.7% | +1.1% |
| 3M | -13.5% | -4.1% | -9.4% | -13.1% |
| 6M | -19.0% | +46.9% | -65.9% | -24.1% |
| YTD | -61.9% | +38.4% | -100.3% | -64.3% |
| 1Y | -63.2% | +47.0% | -110.2% | -66.0% |
| 3Y | -46.0% | -14.9% | -31.1% | -45.8% |
| All | -46.0% | -17.7% | -28.3% | -45.8% |
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