+2,054.3%
FLUT vs BDX
+1,097.5%
+956.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -2.0% |
| 7D | -1.6% | -2.5% | +0.9% | -1.4% |
| 30D | +7.7% | +8.3% | -0.5% | +6.9% |
| 3M | -0.7% | +24.4% | -25.1% | -2.9% |
| 6M | -11.2% | +9.2% | -20.3% | -12.1% |
| YTD | -53.4% | +22.7% | -76.2% | -54.5% |
| 1Y | -65.8% | +25.9% | -91.6% | -66.6% |
| 3Y | -44.9% | -10.5% | -34.5% | -45.0% |
| 5Y | -49.7% | +1.9% | -51.6% | -50.3% |
| 10Y | -9.7% | +58.7% | -68.4% | -13.4% |
| All | +2,054.3% | +1,097.5% | +956.8% | +1,872.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling