+251.6%
FLUT vs BUD
+214.6%
+37.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | -0.1% | -1.3% |
| 7D | -1.1% | +4.5% | -5.5% | -1.7% |
| 30D | +7.7% | +12.5% | -4.8% | +6.0% |
| 3M | -12.2% | 0.0% | -12.1% | -12.2% |
| 6M | -17.6% | +3.8% | -21.4% | -18.1% |
| YTD | -62.0% | +33.1% | -95.1% | -63.7% |
| 1Y | -62.3% | +35.5% | -97.8% | -64.0% |
| 3Y | -52.0% | +49.4% | -101.4% | -55.1% |
| 5Y | -51.8% | +48.0% | -99.8% | -55.2% |
| 10Y | -26.3% | -8.6% | -17.7% | -31.0% |
| All | +251.6% | +214.6% | +37.0% | +205.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling