-41.7%
FLUT vs BTDR
+26.7%
-68.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.8% | +0.4% |
| 7D | +3.8% | +22.4% | -18.6% | +2.5% |
| 30D | +6.3% | +16.5% | -10.2% | +4.9% |
| 3M | -4.0% | -31.5% | +27.4% | -2.6% |
| 6M | -10.3% | +74.0% | -84.3% | -15.4% |
| YTD | -53.2% | +13.0% | -66.2% | -54.7% |
| 1Y | -65.0% | -0.2% | -64.8% | -66.4% |
| 3Y | -43.9% | +9.9% | -53.8% | -50.7% |
| 5Y | -49.2% | +28.1% | -77.4% | -57.0% |
| All | -41.7% | +26.7% | -68.4% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling