+1,663.9%
FLUT vs BTI
+2,062.6%
-398.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -1.2% | -3.2% | +2.0% | -1.0% |
| 30D | +5.0% | +9.7% | -4.7% | +4.3% |
| 3M | -16.4% | +11.1% | -27.5% | -17.1% |
| 6M | -14.6% | -1.2% | -13.4% | -14.6% |
| YTD | -61.9% | +12.7% | -74.5% | -62.3% |
| 1Y | -65.0% | +15.8% | -80.8% | -65.5% |
| 3Y | -44.8% | +148.9% | -193.7% | -48.8% |
| 5Y | -49.9% | +151.9% | -201.8% | -53.3% |
| 10Y | -26.1% | +124.2% | -150.3% | -31.4% |
| All | +1,663.9% | +2,062.6% | -398.7% | +1,648.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling