-67.7%
FLUT vs ADVB
-97.6%
+29.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.5% | +11.0% | +1.4% |
| 7D | +4.8% | -28.0% | +32.8% | +4.6% |
| 30D | +8.8% | -70.2% | +79.0% | +8.4% |
| 3M | -10.7% | -76.1% | +65.4% | -11.1% |
| 6M | -19.7% | -72.3% | +52.6% | -20.4% |
| YTD | -61.4% | -67.5% | +6.0% | -61.8% |
| 1Y | -61.6% | -78.6% | +16.9% | -61.5% |
| All | -67.7% | -97.6% | +29.9% | -62.8% |
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