-63.2%
FLUT vs A
+24.4%
-87.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.5% |
| 7D | +4.2% | -2.4% | +6.5% | +4.5% |
| 30D | +8.0% | +3.6% | +4.4% | +7.1% |
| 3M | -22.1% | +27.5% | -49.5% | -27.2% |
| 6M | -21.7% | +58.5% | -80.2% | -32.3% |
| YTD | -62.0% | +31.2% | -93.1% | -64.3% |
| 1Y | -63.2% | +22.2% | -85.4% | -63.8% |
| All | -63.2% | +24.4% | -87.6% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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