-26.8%
FLUT vs A
+302.9%
-329.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.1% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | +9.3% | 0.0% | +9.3% | +9.1% |
| 3M | -17.5% | +16.7% | -34.2% | -20.4% |
| 6M | -14.6% | +54.8% | -69.4% | -22.7% |
| YTD | -62.3% | +28.8% | -91.1% | -64.5% |
| 1Y | -59.6% | +19.3% | -79.0% | -61.5% |
| 3Y | -45.3% | +65.5% | -110.8% | -51.3% |
| 5Y | -50.4% | +12.1% | -62.5% | -54.8% |
| All | -26.8% | +302.9% | -329.7% | -35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling