+2,054.3%
FLUT vs BB
+441.6%
+1,612.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | -5.6% | +4.0% | -1.4% |
| 30D | +7.7% | -11.8% | +19.5% | +8.2% |
| 3M | -0.7% | -25.5% | +24.8% | +0.2% |
| 6M | -11.2% | +121.3% | -132.4% | -14.8% |
| YTD | -53.4% | +103.2% | -156.6% | -55.2% |
| 1Y | -65.8% | +102.6% | -168.4% | -67.0% |
| 3Y | -44.9% | +37.5% | -82.4% | -46.9% |
| 5Y | -49.7% | -30.4% | -19.3% | -51.3% |
| 10Y | -9.7% | 0.0% | -9.7% | -14.0% |
| All | +2,054.3% | +441.6% | +1,612.7% | +2,100.3% |
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 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