-65.6%
FLUT vs BTG
+25.2%
-90.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | +0.4% | -3.8% | +4.2% | +0.5% |
| 30D | +2.5% | +3.6% | -1.1% | +2.4% |
| 3M | -9.2% | +32.0% | -41.3% | -8.7% |
| 6M | -8.2% | +3.4% | -11.6% | -7.7% |
| YTD | -53.2% | +20.8% | -74.0% | -54.2% |
| 1Y | -65.6% | +22.4% | -88.0% | -67.7% |
| All | -65.6% | +25.2% | -90.8% | -67.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling