-9.2%
FLUT vs A
+237.5%
-246.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.2% | +1.1% |
| 7D | +3.8% | -2.1% | +5.9% | +4.2% |
| 30D | +6.3% | +0.6% | +5.7% | +6.1% |
| 3M | -4.0% | +10.9% | -14.9% | -6.2% |
| 6M | -10.3% | +28.2% | -38.4% | -15.1% |
| YTD | -53.2% | +8.6% | -61.7% | -54.2% |
| 1Y | -65.0% | +15.5% | -80.6% | -66.3% |
| 3Y | -43.9% | +31.8% | -75.7% | -47.6% |
| 5Y | -49.2% | -14.9% | -34.4% | -51.7% |
| 10Y | -9.2% | +237.8% | -247.0% | -13.7% |
| All | -9.2% | +237.5% | -246.6% | -13.7% |
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