-43.9%
FLUT vs ALB
-34.0%
-9.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.3% | -1.8% |
| 7D | -1.6% | -8.1% | +6.4% | -0.9% |
| 30D | +7.7% | +6.3% | +1.5% | +7.2% |
| 3M | -0.7% | -23.6% | +22.9% | +1.6% |
| 6M | -11.2% | -24.6% | +13.5% | -9.6% |
| YTD | -53.4% | -10.3% | -43.2% | -53.9% |
| 1Y | -65.8% | +61.5% | -127.2% | -69.0% |
| All | -43.9% | -34.0% | -9.9% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling