-26.1%
FLUT vs ALB
+38.2%
-64.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -6.5% | +9.5% | -15.9% | -7.5% |
| 30D | +2.8% | -2.1% | +4.9% | +2.9% |
| 3M | -13.5% | -24.1% | +10.7% | -10.7% |
| 6M | -19.0% | -51.0% | +32.0% | -12.2% |
| YTD | -61.9% | -29.3% | -32.5% | -61.1% |
| 1Y | -63.2% | +3.2% | -66.4% | -64.5% |
| 3Y | -46.0% | -9.3% | -36.7% | -49.7% |
| 5Y | -51.8% | -61.6% | +9.9% | -50.8% |
| 10Y | -26.1% | +40.8% | -66.8% | -34.3% |
| All | -26.1% | +38.2% | -64.3% | -34.3% |
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