-65.5%
FLUT vs BBWI
-30.9%
-34.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.8% |
| 7D | +3.8% | +1.6% | +2.3% | +3.7% |
| 30D | +6.3% | -6.2% | +12.5% | +6.8% |
| 3M | -4.0% | +4.3% | -8.4% | -4.3% |
| 6M | -10.3% | -7.2% | -3.1% | -9.9% |
| YTD | -53.2% | -3.0% | -50.1% | -53.1% |
| All | -65.5% | -30.9% | -34.6% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling