-9.2%
FLUT vs ALL
+355.7%
-364.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +2.9% | +0.9% |
| 7D | +3.8% | -1.7% | +5.5% | +4.0% |
| 30D | +6.3% | -4.7% | +11.0% | +6.9% |
| 3M | -4.0% | +18.4% | -22.4% | -6.1% |
| 6M | -10.3% | +20.5% | -30.8% | -12.4% |
| YTD | -53.2% | +23.5% | -76.7% | -54.5% |
| 1Y | -65.0% | +29.0% | -94.0% | -66.2% |
| 3Y | -43.9% | +153.7% | -197.6% | -49.5% |
| 5Y | -49.2% | +114.8% | -164.0% | -53.8% |
| 10Y | -9.2% | +356.1% | -365.3% | -15.4% |
| All | -9.2% | +355.7% | -364.9% | -15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling