-43.9%
FLUT vs BTI
+113.6%
-157.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +3.8% | -1.4% | +5.2% | +3.9% |
| 30D | +6.3% | -7.0% | +13.3% | +7.0% |
| 3M | -4.0% | -6.3% | +2.3% | -3.4% |
| 6M | -10.3% | -2.0% | -8.3% | -10.0% |
| YTD | -53.2% | +0.2% | -53.4% | -53.3% |
| 1Y | -65.0% | +3.8% | -68.8% | -65.2% |
| 3Y | -43.9% | +112.1% | -156.0% | -50.7% |
| All | -43.9% | +113.6% | -157.5% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling