-51.8%
FLUT vs BB
-18.0%
-33.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | -0.4% |
| 7D | -6.5% | +15.0% | -21.4% | -8.5% |
| 30D | +2.8% | +3.5% | -0.7% | +1.6% |
| 3M | -13.5% | +2.7% | -16.1% | -15.0% |
| 6M | -19.0% | +44.7% | -63.7% | -27.0% |
| YTD | -61.9% | +143.3% | -205.1% | -69.3% |
| 1Y | -63.2% | +102.2% | -165.4% | -69.4% |
| 3Y | -46.0% | +156.1% | -202.1% | -59.6% |
| 5Y | -51.8% | -17.6% | -34.2% | -56.3% |
| All | -51.8% | -18.0% | -33.8% | -56.3% |
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