-51.5%
FLUT vs BTSG
+416.6%
-468.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -1.3% |
| 7D | -2.6% | +2.9% | -5.5% | -2.9% |
| 30D | +5.4% | +0.9% | +4.5% | +5.2% |
| 3M | -10.8% | +1.6% | -12.4% | -11.9% |
| 6M | -9.2% | +46.8% | -56.0% | -15.7% |
| YTD | -53.8% | +65.5% | -119.3% | -58.0% |
| 1Y | -66.0% | +136.2% | -202.2% | -70.7% |
| All | -51.5% | +416.6% | -468.1% | -60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling