-22.9%
FLUT vs AR
+58.9%
-81.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +3.6% |
| 7D | +4.5% | +2.1% | +2.4% | +4.4% |
| 30D | +9.2% | +4.5% | +4.7% | +9.0% |
| 3M | -13.7% | +1.0% | -14.7% | -13.7% |
| 6M | -9.0% | +4.4% | -13.4% | -9.2% |
| YTD | -60.2% | +10.9% | -71.1% | -60.5% |
| 1Y | -63.1% | +8.6% | -71.7% | -63.3% |
| 3Y | -42.5% | +48.5% | -91.0% | -43.5% |
| 5Y | -47.6% | +95.7% | -143.3% | -48.3% |
| 10Y | -22.9% | +55.5% | -78.3% | -24.9% |
| All | -22.9% | +58.9% | -81.8% | -24.9% |
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