-43.9%
FLUT vs BLDR
-54.9%
+11.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +1.7% |
| 7D | +3.8% | -0.3% | +4.1% | +3.8% |
| 30D | +6.3% | -16.2% | +22.5% | +10.5% |
| 3M | -4.0% | -14.4% | +10.4% | -1.5% |
| 6M | -10.3% | -32.8% | +22.5% | -3.2% |
| YTD | -53.2% | -39.2% | -14.0% | -48.3% |
| 1Y | -65.0% | -57.7% | -7.4% | -58.2% |
| 3Y | -43.9% | -55.3% | +11.4% | -43.0% |
| All | -43.9% | -54.9% | +11.0% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling