-10.4%
FLUT vs BB
+2.1%
-12.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -1.3% |
| 7D | -2.6% | +1.8% | -4.4% | -2.7% |
| 30D | +5.4% | -12.2% | +17.6% | +6.2% |
| 3M | -10.8% | -12.3% | +1.6% | -10.5% |
| 6M | -9.2% | +122.7% | -131.9% | -15.5% |
| YTD | -53.8% | +104.5% | -158.3% | -56.7% |
| 1Y | -66.0% | +106.7% | -172.6% | -68.2% |
| 3Y | -44.7% | +70.0% | -114.6% | -48.6% |
| 5Y | -50.6% | -27.8% | -22.8% | -54.2% |
| 10Y | -10.4% | +2.4% | -12.8% | -13.8% |
| All | -10.4% | +2.1% | -12.5% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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