-9.3%
FLUT vs BTG
+159.3%
-168.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | +0.4% | -3.8% | +4.2% | +0.8% |
| 30D | +2.5% | +3.6% | -1.1% | +2.2% |
| 3M | -9.2% | +32.0% | -41.3% | -11.7% |
| 6M | -8.2% | +3.4% | -11.6% | -9.1% |
| YTD | -53.2% | +20.8% | -74.0% | -54.7% |
| 1Y | -65.6% | +22.4% | -88.0% | -66.8% |
| 3Y | -43.6% | +91.7% | -135.3% | -49.0% |
| 5Y | -50.3% | +79.0% | -129.3% | -55.2% |
| All | -9.3% | +159.3% | -168.6% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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