-63.2%
FLUT vs BTI
+24.7%
-87.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.4% | -5.7% | -2.8% |
| 7D | +4.2% | +5.3% | -1.1% | +3.5% |
| 30D | +8.0% | +19.1% | -11.1% | +5.9% |
| 3M | -22.1% | +6.5% | -28.6% | -22.8% |
| 6M | -21.7% | +9.4% | -31.1% | -22.4% |
| YTD | -62.0% | +14.4% | -76.4% | -63.5% |
| 1Y | -63.2% | +23.9% | -87.1% | -69.5% |
| All | -63.2% | +24.7% | -87.8% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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