-65.8%
FLUT vs BDX
+27.3%
-93.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -1.6% |
| 7D | -1.6% | -2.5% | +0.9% | -0.6% |
| 30D | +7.7% | +8.3% | -0.5% | +5.0% |
| 3M | -0.7% | +24.4% | -25.1% | -7.6% |
| 6M | -11.2% | +9.2% | -20.3% | -16.1% |
| YTD | -53.4% | +22.7% | -76.2% | -57.2% |
| 1Y | -65.8% | +25.9% | -91.6% | -69.2% |
| All | -65.8% | +27.3% | -93.1% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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