-9.3%
FLUT vs BDX
+59.3%
-68.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | +0.4% | -3.2% | +3.6% | +1.0% |
| 30D | +2.5% | -2.5% | +5.1% | +3.0% |
| 3M | -9.2% | +21.4% | -30.7% | -11.8% |
| 6M | -8.2% | +10.4% | -18.7% | -9.7% |
| YTD | -53.2% | +18.8% | -72.1% | -54.5% |
| 1Y | -65.6% | +21.7% | -87.3% | -66.6% |
| 3Y | -43.6% | -10.0% | -33.6% | -43.7% |
| 5Y | -50.3% | -1.8% | -48.5% | -51.0% |
| All | -9.3% | +59.3% | -68.6% | -13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling