+1.7%
FLUT vs AR
-33.4%
+35.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | -1.1% | -14.3% | +13.2% | -0.6% |
| 30D | +7.7% | +1.4% | +6.3% | +7.6% |
| 3M | -12.2% | +3.4% | -15.5% | -12.3% |
| 6M | -17.6% | -2.1% | -15.5% | -17.6% |
| YTD | -62.0% | +4.7% | -66.7% | -62.1% |
| 1Y | -62.3% | +10.6% | -72.8% | -62.5% |
| 3Y | -52.0% | +24.6% | -76.5% | -52.5% |
| 5Y | -51.8% | +71.9% | -123.7% | -52.3% |
| 10Y | -26.3% | +46.4% | -72.7% | -26.7% |
| All | +1.7% | -33.4% | +35.0% | -2.8% |
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