-52.0%
FLUT vs ALLE
+88.9%
-140.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | +7.7% | +25.3% | -17.6% | -0.8% |
| 3M | -12.2% | +10.3% | -22.4% | -15.5% |
| 6M | -17.6% | +38.0% | -55.6% | -26.8% |
| YTD | -62.0% | +17.8% | -79.8% | -64.7% |
| 1Y | -62.3% | +13.6% | -75.9% | -64.4% |
| 3Y | -52.0% | +89.2% | -141.2% | -65.4% |
| All | -52.0% | +88.9% | -140.8% | -65.4% |
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