-45.3%
FLUT vs ALL
+117.7%
-163.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -0.7% | +5.0% | -5.7% | -2.0% |
| 30D | +9.3% | +13.3% | -4.1% | +5.9% |
| 3M | -17.5% | +3.2% | -20.7% | -18.3% |
| 6M | -14.6% | +25.3% | -40.0% | -19.3% |
| YTD | -62.3% | +30.5% | -92.7% | -64.7% |
| 1Y | -59.6% | +29.2% | -88.8% | -62.2% |
| 3Y | -45.3% | +119.1% | -164.4% | -46.4% |
| All | -45.3% | +117.7% | -163.0% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling