-26.8%
FLUT vs BB
+21.8%
-48.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.9% |
| 7D | -0.7% | +1.8% | -2.5% | -0.8% |
| 30D | +9.3% | +8.1% | +1.1% | +8.4% |
| 3M | -17.5% | -1.0% | -16.5% | -17.9% |
| 6M | -14.6% | +45.9% | -60.5% | -18.0% |
| YTD | -62.3% | +134.8% | -197.1% | -65.2% |
| 1Y | -59.6% | +104.6% | -164.2% | -62.4% |
| 3Y | -45.3% | +152.8% | -198.1% | -50.6% |
| 5Y | -50.4% | -17.4% | -33.0% | -54.7% |
| All | -26.8% | +21.8% | -48.6% | -32.1% |
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