-9.2%
FLUT vs BUD
-22.5%
+13.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +3.8% | +0.8% | +3.1% | +3.7% |
| 30D | +6.3% | -4.8% | +11.1% | +7.3% |
| 3M | -4.0% | +1.4% | -5.4% | -4.4% |
| 6M | -10.3% | +9.9% | -20.2% | -12.3% |
| YTD | -53.2% | +26.3% | -79.5% | -55.7% |
| 1Y | -65.0% | +36.1% | -101.2% | -67.5% |
| 3Y | -43.9% | +48.6% | -92.5% | -49.4% |
| 5Y | -49.2% | +45.0% | -94.3% | -54.4% |
| All | -9.2% | -22.5% | +13.3% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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