-25.6%
FLUT vs ALK
-39.7%
+14.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -1.5% | +12.9% | -14.4% | -4.1% |
| 30D | +3.4% | +5.5% | -2.1% | +2.0% |
| 3M | -12.5% | -12.1% | -0.4% | -10.5% |
| 6M | -18.5% | +1.7% | -20.2% | -19.8% |
| YTD | -61.6% | -17.4% | -44.2% | -60.9% |
| 1Y | -64.1% | -1.9% | -62.2% | -64.7% |
| 3Y | -44.5% | +21.2% | -65.7% | -48.1% |
| 5Y | -51.3% | -27.8% | -23.5% | -51.4% |
| 10Y | -25.6% | -41.0% | +15.4% | -28.7% |
| All | -25.6% | -39.7% | +14.1% | -28.7% |
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