-25.6%
FLUT vs A
+312.5%
-338.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | -1.5% | +1.4% | -2.8% | -1.8% |
| 30D | +3.4% | +4.3% | -0.9% | +2.4% |
| 3M | -12.5% | +19.8% | -32.3% | -16.0% |
| 6M | -18.5% | +54.4% | -72.8% | -26.1% |
| YTD | -61.6% | +31.7% | -93.3% | -64.1% |
| 1Y | -64.1% | +22.4% | -86.6% | -65.9% |
| 3Y | -44.5% | +67.7% | -112.2% | -50.7% |
| 5Y | -51.3% | +15.7% | -67.0% | -55.8% |
| 10Y | -25.6% | +308.7% | -334.3% | -33.4% |
| All | -25.6% | +312.5% | -338.1% | -33.4% |
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