-10.4%
FLUT vs ARWR
+978.7%
-989.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.6% | -1.2% |
| 7D | -2.6% | -3.2% | +0.6% | -2.4% |
| 30D | +5.4% | -6.5% | +11.8% | +5.7% |
| 3M | -10.8% | +12.7% | -23.4% | -11.5% |
| 6M | -9.2% | +36.2% | -45.4% | -11.1% |
| YTD | -53.8% | +24.5% | -78.3% | -54.6% |
| 1Y | -66.0% | +198.0% | -264.0% | -68.1% |
| 3Y | -44.7% | +176.4% | -221.0% | -49.3% |
| 5Y | -50.6% | +26.6% | -77.1% | -54.4% |
| 10Y | -10.4% | +1,054.1% | -1,064.5% | -19.1% |
| All | -10.4% | +978.7% | -989.1% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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