-65.8%
FLUT vs BIYA
-99.9%
+34.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | +0.6% |
| 7D | -1.5% | -4.1% | +2.6% | -1.5% |
| 30D | +3.4% | -35.5% | +38.9% | +3.5% |
| 3M | -12.5% | -56.3% | +43.8% | -12.4% |
| 6M | -18.5% | -88.7% | +70.2% | -18.5% |
| YTD | -61.6% | -97.0% | +35.3% | -61.6% |
| 1Y | -64.1% | -98.7% | +34.6% | -64.1% |
| All | -65.8% | -99.9% | +34.1% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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