-26.8%
FLUT vs BLDR
+479.0%
-505.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.2% |
| 7D | -0.7% | -3.0% | +2.3% | -0.3% |
| 30D | +9.3% | +20.1% | -10.9% | +6.0% |
| 3M | -17.5% | -17.5% | 0.0% | -15.4% |
| 6M | -14.6% | -16.1% | +1.5% | -13.2% |
| YTD | -62.3% | -41.0% | -21.2% | -59.8% |
| 1Y | -59.6% | -41.6% | -18.0% | -57.0% |
| 3Y | -45.3% | -50.8% | +5.5% | -41.3% |
| 5Y | -50.4% | -10.8% | -39.7% | -50.7% |
| All | -26.8% | +479.0% | -505.8% | -30.3% |
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