-51.2%
FLUT vs BG
+88.4%
-139.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.8% |
| 7D | -3.6% | +3.7% | -7.3% | -4.1% |
| 30D | -0.3% | +12.3% | -12.7% | -2.0% |
| 3M | -12.6% | -2.2% | -10.4% | -12.5% |
| 6M | -8.0% | +5.3% | -13.3% | -8.9% |
| YTD | -54.1% | +42.4% | -96.5% | -56.8% |
| 1Y | -66.1% | +55.2% | -121.3% | -68.6% |
| 3Y | -45.0% | +21.0% | -66.0% | -47.5% |
| 5Y | -51.2% | +87.1% | -138.4% | -57.0% |
| All | -51.2% | +88.4% | -139.6% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling