-51.1%
FLUT vs ALL
+118.4%
-169.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -1.9% |
| 7D | -1.6% | 0.0% | -1.7% | -1.6% |
| 30D | +7.7% | -1.5% | +9.2% | +8.0% |
| 3M | -0.7% | +23.6% | -24.3% | -5.4% |
| 6M | -11.2% | +22.3% | -33.5% | -15.2% |
| YTD | -53.4% | +26.5% | -80.0% | -55.9% |
| 1Y | -65.8% | +27.0% | -92.8% | -67.7% |
| 3Y | -44.9% | +149.6% | -194.5% | -55.4% |
| All | -51.1% | +118.4% | -169.5% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling