-65.0%
FLUT vs ALL
+31.1%
-96.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.6% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | +5.0% | +12.8% | -7.8% | +1.6% |
| 3M | -16.4% | +4.7% | -21.1% | -17.9% |
| 6M | -14.6% | +24.9% | -39.5% | -19.2% |
| YTD | -61.9% | +30.0% | -91.9% | -64.3% |
| 1Y | -65.0% | +29.9% | -95.0% | -67.3% |
| All | -65.0% | +31.1% | -96.2% | -67.3% |
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