-51.0%
FLUT vs BBWI
-67.9%
+16.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.7% | -1.0% |
| 7D | -1.1% | -6.2% | +5.1% | -0.1% |
| 30D | +7.7% | +19.9% | -12.2% | +4.4% |
| 3M | -12.2% | +7.1% | -19.3% | -13.7% |
| 6M | -17.6% | +13.7% | -31.2% | -20.2% |
| YTD | -62.0% | +9.6% | -71.6% | -63.3% |
| 1Y | -62.3% | -1.6% | -60.6% | -63.2% |
| 3Y | -52.0% | -25.9% | -26.1% | -52.5% |
| All | -51.0% | -67.9% | +16.9% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling