+1,675.5%
FLUT vs BBWI
+504.5%
+1,171.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -1.5% | -4.2% | +2.8% | -1.2% |
| 30D | +3.4% | +24.9% | -21.4% | +1.8% |
| 3M | -12.5% | +13.2% | -25.7% | -13.4% |
| 6M | -18.5% | +12.1% | -30.6% | -19.4% |
| YTD | -61.6% | +11.1% | -72.7% | -62.2% |
| 1Y | -64.1% | +0.7% | -64.8% | -64.5% |
| 3Y | -44.5% | -23.8% | -20.7% | -44.6% |
| 5Y | -51.3% | -66.9% | +15.6% | -50.1% |
| 10Y | -25.6% | -45.3% | +19.8% | -27.5% |
| All | +1,675.5% | +504.5% | +1,171.0% | +1,530.1% |
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