-59.6%
FLUT vs AR
+11.3%
-71.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.7% | +7.4% | -8.1% | -0.4% |
| 30D | +9.3% | +5.8% | +3.5% | +9.5% |
| 3M | -17.5% | +5.2% | -22.7% | -17.4% |
| 6M | -14.6% | +5.4% | -20.1% | -14.5% |
| YTD | -62.3% | +12.4% | -74.7% | -60.8% |
| 1Y | -59.6% | +12.8% | -72.4% | -58.1% |
| All | -59.6% | +11.3% | -71.0% | -58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling