+24.6%
FLUT vs ALLE
+260.9%
-236.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.4% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | +7.7% | -6.8% | +14.5% | +9.2% |
| 3M | -0.7% | +21.0% | -21.7% | -4.4% |
| 6M | -11.2% | +1.1% | -12.3% | -11.6% |
| YTD | -53.4% | -0.5% | -52.9% | -53.6% |
| 1Y | -65.8% | -7.3% | -58.5% | -65.5% |
| 3Y | -44.9% | +42.3% | -87.2% | -48.7% |
| 5Y | -49.7% | +13.5% | -63.2% | -53.1% |
| 10Y | -9.7% | +144.0% | -153.8% | -17.0% |
| All | +24.6% | +260.9% | -236.3% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling