+2,054.3%
FLUT vs BBWI
+444.8%
+1,609.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.4% |
| 7D | -1.6% | +1.5% | -3.1% | -1.7% |
| 30D | +7.7% | -5.2% | +12.9% | +8.0% |
| 3M | -0.7% | +11.1% | -11.8% | -1.6% |
| 6M | -11.2% | -13.4% | +2.2% | -10.8% |
| YTD | -53.4% | +0.1% | -53.5% | -53.7% |
| 1Y | -65.8% | -36.1% | -29.6% | -65.1% |
| 3Y | -44.9% | -44.1% | -0.8% | -44.0% |
| 5Y | -49.7% | -66.2% | +16.5% | -48.3% |
| 10Y | -9.7% | -54.8% | +45.1% | -11.2% |
| All | +2,054.3% | +444.8% | +1,609.5% | +1,894.9% |
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 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