-65.8%
FLUT vs A
+21.7%
-87.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -1.6% | -1.9% | +0.3% | -1.2% |
| 30D | +7.7% | +6.9% | +0.8% | +5.9% |
| 3M | -0.7% | +9.2% | -10.0% | -3.1% |
| 6M | -11.2% | +25.7% | -36.8% | -16.9% |
| YTD | -53.4% | +11.5% | -65.0% | -54.9% |
| 1Y | -65.8% | +18.4% | -84.1% | -65.3% |
| All | -65.8% | +21.7% | -87.4% | -65.3% |
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