-49.2%
FLUT vs BB
-27.1%
-22.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.2% |
| 7D | +3.8% | +0.5% | +3.3% | +3.7% |
| 30D | +6.3% | -12.4% | +18.7% | +8.3% |
| 3M | -4.0% | -15.3% | +11.2% | -2.9% |
| 6M | -10.3% | +128.8% | -139.1% | -26.4% |
| YTD | -53.2% | +107.7% | -160.8% | -60.8% |
| 1Y | -65.0% | +103.9% | -168.9% | -70.8% |
| 3Y | -43.9% | +72.6% | -116.5% | -53.9% |
| 5Y | -49.2% | -24.3% | -25.0% | -54.1% |
| All | -49.2% | -27.1% | -22.2% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling