-66.0%
FLUT vs BIYA
-99.9%
+33.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.4% |
| 7D | -6.5% | -7.8% | +1.3% | -6.5% |
| 30D | +2.8% | -38.5% | +41.3% | +2.8% |
| 3M | -13.5% | -59.5% | +46.1% | -13.4% |
| 6M | -19.0% | -89.2% | +70.2% | -19.0% |
| YTD | -61.9% | -97.1% | +35.2% | -61.9% |
| 1Y | -63.2% | -99.0% | +35.8% | -63.3% |
| All | -66.0% | -99.9% | +33.9% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling