-10.4%
FLUT vs ALB
+80.1%
-90.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.5% | -1.0% |
| 7D | -2.6% | -8.6% | +6.0% | -1.6% |
| 30D | +5.4% | -4.0% | +9.4% | +5.9% |
| 3M | -10.8% | -17.4% | +6.6% | -9.0% |
| 6M | -9.2% | -25.4% | +16.2% | -7.0% |
| YTD | -53.8% | -10.5% | -43.3% | -54.1% |
| 1Y | -66.0% | +75.8% | -141.8% | -69.4% |
| 3Y | -44.7% | -28.5% | -16.1% | -46.2% |
| 5Y | -50.6% | -45.1% | -5.5% | -51.5% |
| 10Y | -10.4% | +87.3% | -97.7% | -18.4% |
| All | -10.4% | +80.1% | -90.5% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling