-9.3%
FLUT vs BR
+189.7%
-199.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +0.4% | -3.0% | +3.4% | +1.3% |
| 30D | +2.5% | -0.3% | +2.8% | +2.6% |
| 3M | -9.2% | +17.3% | -26.5% | -12.9% |
| 6M | -8.2% | -6.7% | -1.5% | -7.0% |
| YTD | -53.2% | -23.4% | -29.8% | -50.4% |
| 1Y | -65.6% | -32.7% | -32.9% | -62.4% |
| 3Y | -43.6% | -5.9% | -37.7% | -42.7% |
| 5Y | -50.3% | +8.4% | -58.7% | -51.7% |
| All | -9.3% | +189.7% | -199.0% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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