+24.6%
FLUT vs AR
-27.2%
+51.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.2% |
| 7D | -1.6% | +2.5% | -4.1% | -1.7% |
| 30D | +7.7% | +14.8% | -7.0% | +7.3% |
| 3M | -0.7% | +6.2% | -6.9% | -0.9% |
| 6M | -11.2% | +4.3% | -15.4% | -11.4% |
| YTD | -53.4% | +14.4% | -67.8% | -53.7% |
| 1Y | -65.8% | +21.3% | -87.1% | -66.1% |
| 3Y | -44.9% | +39.8% | -84.7% | -45.7% |
| 5Y | -49.7% | +142.1% | -191.8% | -50.5% |
| 10Y | -9.7% | +52.0% | -61.8% | -10.3% |
| All | +24.6% | -27.2% | +51.8% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling