-10.4%
FLUT vs BWA
+142.7%
-153.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | +5.4% | -5.6% | +10.9% | +6.1% |
| 3M | -10.8% | -10.7% | -0.1% | -9.6% |
| 6M | -9.2% | +23.2% | -32.4% | -13.1% |
| YTD | -53.8% | +46.0% | -99.8% | -57.3% |
| 1Y | -66.0% | +51.2% | -117.1% | -68.8% |
| 3Y | -44.7% | +69.6% | -114.2% | -51.2% |
| 5Y | -50.6% | +86.6% | -137.2% | -57.6% |
| 10Y | -10.4% | +152.3% | -162.7% | -20.6% |
| All | -10.4% | +142.7% | -153.1% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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