-63.2%
FLUT vs ALL
+42.7%
-105.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.2% | -3.2% |
| 7D | +4.2% | +7.5% | -3.4% | +1.8% |
| 30D | +8.0% | +19.7% | -11.7% | +2.6% |
| 3M | -22.1% | +2.9% | -25.0% | -23.5% |
| 6M | -21.7% | +23.5% | -45.2% | -26.4% |
| YTD | -62.0% | +31.1% | -93.1% | -64.8% |
| 1Y | -63.2% | +40.5% | -103.6% | -66.8% |
| All | -63.2% | +42.7% | -105.9% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling