-2.3%
F vs FLUT
-63.4%
+61.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.4% | -0.8% |
| 7D | +1.0% | -1.5% | +2.4% | +1.1% |
| 30D | +2.1% | +3.4% | -1.3% | +1.7% |
| 3M | -10.3% | -12.5% | +2.2% | -9.1% |
| 6M | +3.3% | -18.5% | +21.7% | +5.0% |
| YTD | -2.0% | -61.6% | +59.6% | +13.3% |
| 1Y | -2.3% | -64.1% | +61.8% | +14.1% |
| All | -2.3% | -63.4% | +61.1% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling