+214.2%
FLUT vs BTG
+378.0%
-163.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +0.6% |
| 7D | +3.8% | +4.8% | -1.0% | +3.7% |
| 30D | +6.3% | +8.3% | -2.1% | +6.2% |
| 3M | -4.0% | +32.3% | -36.4% | -4.5% |
| 6M | -10.3% | +3.0% | -13.2% | -10.4% |
| YTD | -53.2% | +21.9% | -75.1% | -53.4% |
| 1Y | -65.0% | +28.2% | -93.2% | -65.3% |
| 3Y | -43.9% | +99.9% | -143.8% | -44.7% |
| 5Y | -49.2% | +73.6% | -122.8% | -50.0% |
| 10Y | -9.2% | +136.5% | -145.7% | -8.7% |
| All | +214.2% | +378.0% | -163.7% | +249.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling