-60.4%
FLUT vs BTSG
+493.4%
-553.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -0.7% | +6.0% | -6.7% | -1.3% |
| 30D | +9.3% | +12.4% | -3.2% | +7.8% |
| 3M | -17.5% | +18.2% | -35.7% | -19.0% |
| 6M | -14.6% | +26.0% | -40.6% | -18.1% |
| YTD | -62.3% | +90.1% | -152.4% | -66.3% |
| 1Y | -59.6% | +124.3% | -183.9% | -64.9% |
| All | -60.4% | +493.4% | -553.8% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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