-63.4%
ADBE vs FLUT
-52.8%
-10.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -3.8% | -1.5% | -2.4% | -3.5% |
| 30D | -2.3% | +3.4% | -5.7% | -3.1% |
| 3M | -13.3% | -12.5% | -0.8% | -11.1% |
| 6M | -6.5% | -18.5% | +12.0% | -2.8% |
| YTD | -32.4% | -61.6% | +29.3% | -17.1% |
| 1Y | -28.0% | -64.1% | +36.1% | -10.8% |
| 3Y | -60.4% | -44.5% | -15.9% | -56.8% |
| 5Y | -63.4% | -51.3% | -12.2% | -61.9% |
| All | -63.4% | -52.8% | -10.6% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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