+2,054.3%
FLUT vs ALL
+1,209.1%
+845.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -2.1% |
| 7D | -1.6% | 0.0% | -1.7% | -1.6% |
| 30D | +7.7% | -1.5% | +9.2% | +7.8% |
| 3M | -0.7% | +23.6% | -24.3% | -2.0% |
| 6M | -11.2% | +22.3% | -33.5% | -12.2% |
| YTD | -53.4% | +26.5% | -80.0% | -54.1% |
| 1Y | -65.8% | +27.0% | -92.8% | -66.3% |
| 3Y | -44.9% | +149.6% | -194.5% | -47.6% |
| 5Y | -49.7% | +118.1% | -167.8% | -51.9% |
| 10Y | -9.7% | +369.0% | -378.7% | -15.7% |
| All | +2,054.3% | +1,209.1% | +845.2% | +1,922.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling