-60.6%
FLUT vs AS
+137.8%
-198.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.5% | +1.0% |
| 7D | -1.5% | +4.5% | -6.0% | -2.5% |
| 30D | +3.4% | +13.2% | -9.8% | +0.6% |
| 3M | -12.5% | -11.9% | -0.6% | -10.5% |
| 6M | -18.5% | -11.6% | -6.9% | -16.9% |
| YTD | -61.6% | -14.7% | -46.9% | -60.9% |
| 1Y | -64.1% | +5.7% | -69.8% | -65.1% |
| All | -60.6% | +137.8% | -198.4% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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