-65.8%
FLUT vs BTDR
-4.8%
-61.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -2.4% |
| 7D | -1.6% | +20.0% | -21.6% | -2.5% |
| 30D | +7.7% | +11.9% | -4.2% | +6.8% |
| 3M | -0.7% | -36.9% | +36.2% | +2.1% |
| 6M | -11.2% | +56.5% | -67.7% | -16.8% |
| YTD | -53.4% | +10.4% | -63.9% | -55.5% |
| 1Y | -65.8% | +3.1% | -68.8% | -67.6% |
| All | -65.8% | -4.8% | -61.0% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling