+1,658.1%
FLUT vs A
+2,286.7%
-628.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.3% | -1.7% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +7.7% | +3.4% | +4.4% | +7.3% |
| 3M | -12.2% | +23.8% | -36.0% | -13.9% |
| 6M | -17.6% | +49.0% | -66.6% | -20.6% |
| YTD | -62.0% | +29.4% | -91.4% | -63.0% |
| 1Y | -62.3% | +19.4% | -81.6% | -63.0% |
| 3Y | -52.0% | +66.2% | -118.1% | -54.1% |
| 5Y | -51.8% | +15.8% | -67.6% | -53.3% |
| 10Y | -26.3% | +326.1% | -352.4% | -31.3% |
| All | +1,658.1% | +2,286.7% | -628.6% | +1,499.0% |
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