-58.2%
FLUT vs BIYA
-99.8%
+41.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +3.8% | +2.7% | +1.1% | +3.8% |
| 30D | +6.3% | -18.7% | +25.0% | +6.4% |
| 3M | -4.0% | -72.0% | +68.0% | -4.0% |
| 6M | -10.3% | -86.4% | +76.1% | -9.9% |
| YTD | -53.2% | -94.2% | +41.0% | -53.2% |
| 1Y | -65.0% | -98.4% | +33.4% | -65.1% |
| All | -58.2% | -99.8% | +41.5% | -59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling