-49.2%
FLUT vs BWA
+88.6%
-137.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.0% |
| 7D | +3.8% | +4.3% | -0.5% | +2.8% |
| 30D | +6.3% | -2.9% | +9.2% | +6.9% |
| 3M | -4.0% | -12.4% | +8.4% | -1.4% |
| 6M | -10.3% | +28.6% | -38.8% | -18.0% |
| YTD | -53.2% | +48.2% | -101.4% | -59.7% |
| 1Y | -65.0% | +50.9% | -116.0% | -70.2% |
| 3Y | -43.9% | +72.2% | -116.1% | -55.8% |
| 5Y | -49.2% | +91.1% | -140.3% | -64.4% |
| All | -49.2% | +88.6% | -137.9% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling