-26.8%
FLUT vs BTI
+131.8%
-158.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.3% |
| 7D | -0.7% | +1.6% | -2.3% | -1.0% |
| 30D | +9.3% | +9.2% | 0.0% | +7.6% |
| 3M | -17.5% | +9.6% | -27.1% | -18.8% |
| 6M | -14.6% | -2.4% | -12.2% | -14.4% |
| YTD | -62.3% | +14.2% | -76.5% | -63.3% |
| 1Y | -59.6% | +20.3% | -79.9% | -61.2% |
| 3Y | -45.3% | +147.4% | -192.7% | -54.5% |
| 5Y | -50.4% | +155.4% | -205.9% | -58.6% |
| All | -26.8% | +131.8% | -158.6% | -43.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling