-46.0%
FLUT vs BB
+145.9%
-191.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | 0.0% |
| 7D | -6.5% | +15.0% | -21.4% | -7.5% |
| 30D | +2.8% | +3.5% | -0.7% | +2.2% |
| 3M | -13.5% | +2.7% | -16.1% | -14.1% |
| 6M | -19.0% | +44.7% | -63.7% | -24.1% |
| YTD | -61.9% | +143.3% | -205.1% | -67.1% |
| 1Y | -63.2% | +102.2% | -165.4% | -67.5% |
| 3Y | -46.0% | +156.1% | -202.1% | -55.7% |
| All | -46.0% | +145.9% | -191.9% | -55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling