-44.4%
FLUT vs BTI
+145.1%
-189.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.6% |
| 7D | -1.5% | -0.1% | -1.3% | -1.5% |
| 30D | +3.4% | +9.6% | -6.2% | +3.0% |
| 3M | -12.5% | +8.3% | -20.8% | -12.8% |
| 6M | -18.5% | +7.5% | -26.0% | -18.6% |
| YTD | -61.6% | +12.3% | -73.9% | -61.8% |
| 1Y | -64.1% | +16.2% | -80.3% | -64.3% |
| All | -44.4% | +145.1% | -189.5% | -45.4% |
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