-9.7%
FLUT vs ALK
-35.2%
+25.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.5% |
| 7D | -1.6% | -0.7% | -1.0% | -1.5% |
| 30D | +7.7% | -19.2% | +27.0% | +12.4% |
| 3M | -0.7% | -1.5% | +0.8% | -1.1% |
| 6M | -11.2% | -13.1% | +1.9% | -10.0% |
| YTD | -53.4% | -16.4% | -37.0% | -52.5% |
| 1Y | -65.8% | -33.1% | -32.7% | -63.6% |
| 3Y | -44.9% | +0.6% | -45.6% | -46.8% |
| 5Y | -49.7% | -26.4% | -23.3% | -49.9% |
| All | -9.7% | -35.2% | +25.5% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling