-49.8%
FLUT vs BWA
+27.4%
-77.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -0.7% | +4.3% | -5.0% | -1.6% |
| 30D | +9.3% | -13.0% | +22.3% | +12.5% |
| 3M | -17.5% | -24.8% | +7.3% | -12.3% |
| 6M | -14.6% | -23.5% | +8.9% | -10.6% |
| YTD | -62.3% | +13.8% | -76.1% | -65.7% |
| 1Y | -59.6% | +13.4% | -73.1% | -63.3% |
| 3Y | -45.3% | +62.8% | -108.1% | -57.7% |
| All | -49.8% | +27.4% | -77.2% | -60.4% |
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