-26.1%
FLUT vs BLDR
+473.7%
-499.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.6% | -0.6% | -3.6% |
| 7D | -1.2% | -8.2% | +7.0% | 0.0% |
| 30D | +5.0% | +16.3% | -11.3% | +2.4% |
| 3M | -16.4% | -17.0% | +0.5% | -14.4% |
| 6M | -14.6% | -17.4% | +2.8% | -12.9% |
| YTD | -61.9% | -41.6% | -20.3% | -59.3% |
| 1Y | -65.0% | -43.5% | -21.5% | -62.6% |
| 3Y | -44.8% | -51.6% | +6.8% | -40.6% |
| 5Y | -49.9% | -11.6% | -38.3% | -50.1% |
| All | -26.1% | +473.7% | -499.7% | -29.5% |
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