-52.0%
FLUT vs ALB
-16.8%
-35.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -1.1% | +9.1% | -10.1% | -1.8% |
| 30D | +7.7% | -3.4% | +11.1% | +8.0% |
| 3M | -12.2% | -20.6% | +8.4% | -10.5% |
| 6M | -17.6% | -48.2% | +30.6% | -13.3% |
| YTD | -62.0% | -29.2% | -32.8% | -61.7% |
| 1Y | -62.3% | +10.0% | -72.3% | -64.0% |
| 3Y | -52.0% | -12.9% | -39.1% | -57.1% |
| All | -52.0% | -16.8% | -35.1% | -57.1% |
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