+2,054.3%
FLUT vs A
+1,957.2%
+97.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | -1.6% | -1.9% | +0.3% | -1.5% |
| 30D | +7.7% | +6.9% | +0.8% | +7.1% |
| 3M | -0.7% | +9.2% | -10.0% | -1.5% |
| 6M | -11.2% | +25.7% | -36.8% | -13.0% |
| YTD | -53.4% | +11.5% | -65.0% | -54.0% |
| 1Y | -65.8% | +18.4% | -84.1% | -66.3% |
| 3Y | -44.9% | +26.6% | -71.5% | -46.3% |
| 5Y | -49.7% | -12.8% | -36.9% | -50.4% |
| 10Y | -9.7% | +247.2% | -256.9% | -14.4% |
| All | +2,054.3% | +1,957.2% | +97.0% | +1,887.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling