-49.5%
FLUT vs BDX
-2.2%
-47.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.7% |
| 7D | +0.4% | -3.2% | +3.6% | +1.4% |
| 30D | +2.5% | -2.5% | +5.1% | +3.4% |
| 3M | -9.2% | +21.4% | -30.7% | -14.1% |
| 6M | -8.2% | +10.4% | -18.7% | -11.0% |
| YTD | -53.2% | +18.8% | -72.1% | -55.7% |
| 1Y | -65.6% | +21.7% | -87.3% | -67.6% |
| 3Y | -43.6% | -10.0% | -33.6% | -42.6% |
| All | -49.5% | -2.2% | -47.2% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling