-45.3%
FLUT vs BTG
+82.1%
-127.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.0% |
| 7D | -0.7% | -9.1% | +8.4% | -0.3% |
| 30D | +9.3% | -1.6% | +10.9% | +9.2% |
| 3M | -17.5% | -2.8% | -14.7% | -17.5% |
| 6M | -14.6% | -7.6% | -7.0% | -14.0% |
| YTD | -62.3% | +10.2% | -72.5% | -62.8% |
| 1Y | -59.6% | +21.3% | -80.9% | -60.5% |
| 3Y | -45.3% | +82.7% | -128.0% | -49.0% |
| All | -45.3% | +82.1% | -127.4% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling