-26.1%
FLUT vs AR
+57.2%
-83.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.2% |
| 7D | -1.2% | +6.4% | -7.6% | -1.4% |
| 30D | +5.0% | +3.1% | +1.9% | +4.9% |
| 3M | -16.4% | +3.3% | -19.7% | -16.6% |
| 6M | -14.6% | +6.6% | -21.1% | -14.8% |
| YTD | -61.9% | +12.3% | -74.2% | -62.1% |
| 1Y | -65.0% | +12.3% | -77.4% | -65.3% |
| 3Y | -44.8% | +50.4% | -95.3% | -45.8% |
| 5Y | -49.9% | +101.0% | -150.9% | -50.6% |
| All | -26.1% | +57.2% | -83.3% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling