-10.4%
FLUT vs BLDR
+357.1%
-367.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.1% |
| 7D | -2.6% | -2.7% | +0.1% | -2.3% |
| 30D | +5.4% | -14.7% | +20.1% | +7.8% |
| 3M | -10.8% | -20.8% | +10.1% | -8.2% |
| 6M | -9.2% | -35.3% | +26.1% | -4.2% |
| YTD | -53.8% | -40.3% | -13.5% | -50.8% |
| 1Y | -66.0% | -56.3% | -9.7% | -62.3% |
| 3Y | -44.7% | -56.1% | +11.5% | -39.8% |
| 5Y | -50.6% | +12.9% | -63.5% | -51.4% |
| 10Y | -10.4% | +386.5% | -396.9% | -12.9% |
| All | -10.4% | +357.1% | -367.5% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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