-46.0%
FLUT vs ALLE
+93.1%
-139.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.6% |
| 7D | -6.5% | -0.6% | -5.8% | -6.3% |
| 30D | +2.8% | +26.6% | -23.8% | -5.6% |
| 3M | -13.5% | +13.2% | -26.6% | -17.5% |
| 6M | -19.0% | +42.9% | -61.9% | -28.7% |
| YTD | -61.9% | +21.0% | -82.9% | -64.9% |
| 1Y | -63.2% | +15.2% | -78.4% | -65.4% |
| 3Y | -46.0% | +95.6% | -141.6% | -58.9% |
| All | -46.0% | +93.1% | -139.1% | -58.9% |
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