-9.3%
FLUT vs BG
+166.7%
-176.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.7% | +2.1% |
| 7D | +0.4% | +3.1% | -2.7% | +0.1% |
| 30D | +2.5% | +10.2% | -7.7% | +1.5% |
| 3M | -9.2% | -1.7% | -7.6% | -9.2% |
| 6M | -8.2% | +1.0% | -9.2% | -8.5% |
| YTD | -53.2% | +39.9% | -93.1% | -55.1% |
| 1Y | -65.6% | +53.2% | -118.8% | -67.3% |
| 3Y | -43.6% | +16.3% | -59.8% | -45.2% |
| 5Y | -50.3% | +83.9% | -134.2% | -53.9% |
| All | -9.3% | +166.7% | -176.0% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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