+1,675.5%
FLUT vs BWA
+1,164.9%
+510.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.6% | +0.8% |
| 7D | -1.5% | -2.4% | +1.0% | -1.3% |
| 30D | +3.4% | -17.7% | +21.1% | +5.0% |
| 3M | -12.5% | -27.0% | +14.5% | -10.4% |
| 6M | -18.5% | -17.3% | -1.1% | -17.7% |
| YTD | -61.6% | +12.9% | -74.5% | -62.4% |
| 1Y | -64.1% | +12.9% | -77.0% | -64.9% |
| 3Y | -44.5% | +62.1% | -106.6% | -47.6% |
| 5Y | -51.3% | +30.7% | -82.0% | -53.6% |
| 10Y | -25.6% | +89.2% | -114.8% | -31.0% |
| All | +1,675.5% | +1,164.9% | +510.6% | +1,406.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling