-52.0%
FLUT vs ALL
+105.5%
-157.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +2.9% | -0.4% |
| 7D | -1.1% | -1.9% | +0.9% | -0.6% |
| 30D | +7.7% | +13.8% | -6.1% | +4.4% |
| 3M | -12.2% | -7.0% | -5.2% | -10.9% |
| 6M | -17.6% | +18.0% | -35.6% | -20.9% |
| YTD | -62.0% | +24.2% | -86.2% | -64.0% |
| 1Y | -62.3% | +31.2% | -93.4% | -64.7% |
| 3Y | -52.0% | +107.5% | -159.5% | -56.2% |
| All | -52.0% | +105.5% | -157.5% | -56.2% |
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