+1,658.1%
FLUT vs BBWI
+496.4%
+1,161.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.7% | -1.3% |
| 7D | -1.1% | -6.2% | +5.1% | -0.7% |
| 30D | +7.7% | +19.9% | -12.2% | +6.3% |
| 3M | -12.2% | +7.1% | -19.3% | -12.8% |
| 6M | -17.6% | +13.7% | -31.2% | -18.6% |
| YTD | -62.0% | +9.6% | -71.6% | -62.5% |
| 1Y | -62.3% | -1.6% | -60.6% | -62.6% |
| 3Y | -52.0% | -25.9% | -26.1% | -52.0% |
| 5Y | -51.8% | -67.8% | +16.0% | -50.6% |
| 10Y | -26.3% | -43.5% | +17.2% | -28.2% |
| All | +1,658.1% | +496.4% | +1,161.7% | +1,515.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling