-42.9%
FLUT vs BTDR
+15.3%
-58.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.3% |
| 7D | -3.6% | -3.2% | -0.4% | -3.4% |
| 30D | -0.3% | +32.7% | -33.0% | -2.3% |
| 3M | -12.6% | -28.4% | +15.8% | -11.6% |
| 6M | -8.0% | +51.7% | -59.7% | -12.5% |
| YTD | -54.1% | +2.9% | -57.0% | -55.4% |
| 1Y | -66.1% | -15.5% | -50.6% | -67.1% |
| 3Y | -45.0% | 0.0% | -45.0% | -51.4% |
| 5Y | -51.2% | +16.5% | -67.7% | -58.4% |
| All | -42.9% | +15.3% | -58.2% | -51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling