+2,054.3%
FLUT vs BWA
+1,593.4%
+460.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -4.9% | -2.4% |
| 7D | -1.6% | +5.7% | -7.3% | -2.1% |
| 30D | +7.7% | +1.4% | +6.3% | +7.6% |
| 3M | -0.7% | -12.1% | +11.4% | +0.1% |
| 6M | -11.2% | +28.6% | -39.7% | -13.5% |
| YTD | -53.4% | +51.1% | -104.5% | -55.4% |
| 1Y | -65.8% | +55.9% | -121.6% | -67.3% |
| 3Y | -44.9% | +70.1% | -115.1% | -48.3% |
| 5Y | -49.7% | +90.7% | -140.4% | -53.4% |
| 10Y | -9.7% | +154.0% | -163.7% | -18.1% |
| All | +2,054.3% | +1,593.4% | +460.8% | +1,688.2% |
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