+2,054.3%
FLUT vs ALB
+1,259.1%
+795.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.3% | -1.8% |
| 7D | -1.6% | -8.1% | +6.4% | -1.0% |
| 30D | +7.7% | +6.3% | +1.5% | +7.2% |
| 3M | -0.7% | -23.6% | +22.9% | +1.2% |
| 6M | -11.2% | -24.6% | +13.5% | -9.8% |
| YTD | -53.4% | -10.3% | -43.2% | -53.6% |
| 1Y | -65.8% | +61.5% | -127.2% | -67.7% |
| 3Y | -44.9% | -34.0% | -11.0% | -45.8% |
| 5Y | -49.7% | -44.6% | -5.1% | -50.4% |
| 10Y | -9.7% | +76.1% | -85.8% | -14.8% |
| All | +2,054.3% | +1,259.1% | +795.1% | +1,939.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling