-53.0%
FLUT vs BTDR
-44.0%
-9.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.6% | +7.6% | -0.5% |
| 7D | -0.7% | -6.9% | +6.2% | -0.4% |
| 30D | +9.3% | -31.5% | +40.8% | +11.1% |
| 3M | -17.5% | -36.1% | +18.6% | -16.1% |
| 6M | -14.6% | -57.6% | +43.0% | -12.0% |
| YTD | -62.3% | -50.0% | -12.2% | -62.0% |
| 1Y | -59.6% | -49.6% | -10.0% | -59.4% |
| 3Y | -45.3% | +48.5% | -93.8% | -51.0% |
| 5Y | -50.4% | -43.8% | -6.6% | -56.1% |
| All | -53.0% | -44.0% | -9.0% | -58.5% |
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