-49.8%
FLUT vs ALB
-64.0%
+14.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | -0.7% | -5.8% | +5.1% | +0.2% |
| 30D | +9.3% | -4.5% | +13.8% | +9.8% |
| 3M | -17.5% | -28.1% | +10.6% | -13.5% |
| 6M | -14.6% | -53.2% | +38.6% | -4.9% |
| YTD | -62.3% | -33.3% | -29.0% | -61.1% |
| 1Y | -59.6% | -17.4% | -42.2% | -60.1% |
| 3Y | -45.3% | -14.1% | -31.2% | -50.8% |
| All | -49.8% | -64.0% | +14.2% | -48.4% |
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 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