+1,675.5%
FLUT vs BB
+542.9%
+1,132.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -1.5% | +11.6% | -13.1% | -1.9% |
| 30D | +3.4% | +2.6% | +0.8% | +3.2% |
| 3M | -12.5% | +3.5% | -16.0% | -12.9% |
| 6M | -18.5% | +43.5% | -61.9% | -20.3% |
| YTD | -61.6% | +141.2% | -202.8% | -63.4% |
| 1Y | -64.1% | +97.4% | -161.5% | -65.5% |
| 3Y | -44.5% | +151.1% | -195.6% | -47.6% |
| 5Y | -51.3% | -12.8% | -38.5% | -53.3% |
| 10Y | -25.6% | +27.5% | -53.1% | -29.9% |
| All | +1,675.5% | +542.9% | +1,132.6% | +1,696.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling