+1,664.3%
FLUT vs BAX
+177.6%
+1,486.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.1% |
| 7D | -6.5% | +9.0% | -15.5% | -7.3% |
| 30D | +2.8% | +8.5% | -5.7% | +1.8% |
| 3M | -13.5% | -4.1% | -9.4% | -13.2% |
| 6M | -19.0% | +46.9% | -65.9% | -22.0% |
| YTD | -61.9% | +38.4% | -100.3% | -63.2% |
| 1Y | -63.2% | +47.0% | -110.2% | -64.8% |
| 3Y | -46.0% | -14.9% | -31.1% | -46.2% |
| 5Y | -51.8% | -62.5% | +10.7% | -49.7% |
| 10Y | -26.1% | -33.9% | +7.9% | -25.2% |
| All | +1,664.3% | +177.6% | +1,486.8% | +1,526.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling