-43.1%
FLUT vs BWA
+75.7%
-118.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -4.9% | -2.5% |
| 7D | -1.6% | +5.7% | -7.3% | -2.2% |
| 30D | +7.7% | +1.4% | +6.3% | +7.5% |
| 3M | -0.7% | -12.1% | +11.4% | +1.1% |
| 6M | -11.2% | +28.6% | -39.7% | -15.9% |
| YTD | -53.4% | +51.1% | -104.5% | -57.9% |
| 1Y | -65.8% | +55.9% | -121.6% | -69.4% |
| All | -43.1% | +75.7% | -118.8% | -54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling