-59.6%
FLUT vs BTI
+18.0%
-77.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.1% |
| 7D | -0.7% | +1.6% | -2.3% | -0.8% |
| 30D | +9.3% | +9.2% | 0.0% | +8.7% |
| 3M | -17.5% | +9.6% | -27.1% | -17.9% |
| 6M | -14.6% | -2.4% | -12.2% | -15.0% |
| YTD | -62.3% | +14.2% | -76.5% | -62.5% |
| 1Y | -59.6% | +20.3% | -79.9% | -60.8% |
| All | -59.6% | +18.0% | -77.7% | -60.8% |
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