-52.0%
FLUT vs A
+64.2%
-116.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.3% | -2.0% |
| 7D | -1.1% | -0.1% | -1.0% | -1.2% |
| 30D | +7.7% | +3.4% | +4.4% | +6.4% |
| 3M | -12.2% | +23.8% | -36.0% | -18.2% |
| 6M | -17.6% | +49.0% | -66.6% | -28.1% |
| YTD | -62.0% | +29.4% | -91.4% | -65.3% |
| 1Y | -62.3% | +19.4% | -81.6% | -64.6% |
| 3Y | -52.0% | +66.2% | -118.1% | -61.4% |
| All | -52.0% | +64.2% | -116.2% | -61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling