-51.1%
FLUT vs ALB
-44.4%
-6.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.3% | -1.5% |
| 7D | -1.6% | -8.1% | +6.4% | -0.4% |
| 30D | +7.7% | +6.3% | +1.5% | +6.8% |
| 3M | -0.7% | -23.6% | +22.9% | +2.9% |
| 6M | -11.2% | -24.6% | +13.5% | -8.7% |
| YTD | -53.4% | -10.3% | -43.2% | -54.0% |
| 1Y | -65.8% | +61.5% | -127.2% | -70.0% |
| 3Y | -44.9% | -34.0% | -11.0% | -44.6% |
| All | -51.1% | -44.4% | -6.7% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling