-44.6%
FLUT vs BDX
-10.7%
-33.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.1% |
| 7D | -3.6% | -5.4% | +1.8% | -2.0% |
| 30D | -0.3% | -2.2% | +1.8% | +0.4% |
| 3M | -12.6% | +20.1% | -32.7% | -16.9% |
| 6M | -8.0% | +9.1% | -17.0% | -10.5% |
| YTD | -54.1% | +17.9% | -72.0% | -56.4% |
| 1Y | -66.1% | +22.1% | -88.2% | -68.1% |
| All | -44.6% | -10.7% | -33.9% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling