-26.1%
FLUT vs ARWR
+921.6%
-947.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -15.3% | +15.7% | +1.1% |
| 7D | -6.5% | -17.3% | +10.9% | -5.7% |
| 30D | +2.8% | -21.5% | +24.3% | +3.9% |
| 3M | -13.5% | -43.8% | +30.4% | -11.1% |
| 6M | -19.0% | -32.3% | +13.3% | -17.8% |
| YTD | -61.9% | -25.8% | -36.0% | -61.6% |
| 1Y | -63.2% | +25.5% | -88.8% | -64.1% |
| 3Y | -46.0% | +84.1% | -130.2% | -49.6% |
| 5Y | -51.8% | -39.2% | -12.5% | -54.5% |
| 10Y | -26.1% | +1,072.4% | -1,098.4% | -31.5% |
| All | -26.1% | +921.6% | -947.6% | -31.5% |
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