-45.3%
FLUT vs ALLE
+94.0%
-139.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | -0.7% | +3.6% | -4.3% | -1.9% |
| 30D | +9.3% | +25.9% | -16.6% | +0.5% |
| 3M | -17.5% | +15.8% | -33.2% | -21.9% |
| 6M | -14.6% | +48.1% | -62.7% | -26.0% |
| YTD | -62.3% | +22.0% | -84.2% | -65.4% |
| 1Y | -59.6% | +18.0% | -77.7% | -62.5% |
| 3Y | -45.3% | +93.1% | -138.4% | -59.1% |
| All | -45.3% | +94.0% | -139.3% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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