-44.6%
FLUT vs BTG
+93.4%
-138.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.6% | -0.5% |
| 7D | -3.6% | -5.8% | +2.2% | -3.3% |
| 30D | -0.3% | +5.7% | -6.1% | -0.6% |
| 3M | -12.6% | +38.1% | -50.8% | -13.8% |
| 6M | -8.0% | +0.3% | -8.3% | -7.9% |
| YTD | -54.1% | +19.9% | -74.0% | -55.0% |
| 1Y | -66.1% | +24.6% | -90.7% | -67.1% |
| All | -44.6% | +93.4% | -138.0% | -49.5% |
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