-68.2%
FLUT vs ADVB
-97.5%
+29.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.7% | -1.5% |
| 7D | -1.1% | -13.9% | +12.8% | -1.2% |
| 30D | +7.7% | -68.1% | +75.8% | +7.3% |
| 3M | -12.2% | -73.4% | +61.2% | -12.5% |
| 6M | -17.6% | -70.8% | +53.2% | -18.2% |
| YTD | -62.0% | -66.1% | +4.1% | -62.4% |
| 1Y | -62.3% | -77.5% | +15.2% | -62.2% |
| All | -68.2% | -97.5% | +29.3% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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