+1,675.5%
FLUT vs A
+2,329.3%
-653.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | -1.5% | +1.4% | -2.8% | -1.6% |
| 30D | +3.4% | +4.3% | -0.9% | +3.0% |
| 3M | -12.5% | +19.8% | -32.3% | -14.0% |
| 6M | -18.5% | +54.4% | -72.8% | -21.7% |
| YTD | -61.6% | +31.7% | -93.3% | -62.7% |
| 1Y | -64.1% | +22.4% | -86.6% | -64.9% |
| 3Y | -44.5% | +67.7% | -112.2% | -47.0% |
| 5Y | -51.3% | +15.7% | -67.0% | -52.9% |
| 10Y | -25.6% | +308.7% | -334.3% | -30.6% |
| All | +1,675.5% | +2,329.3% | -653.8% | +1,512.5% |
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