-60.4%
FLUT vs AS
+133.7%
-194.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.9% |
| 7D | +4.8% | +7.1% | -2.3% | +3.2% |
| 30D | +8.8% | +12.8% | -4.0% | +6.0% |
| 3M | -10.7% | -14.7% | +4.0% | -8.0% |
| 6M | -19.7% | -9.9% | -9.8% | -18.6% |
| YTD | -61.4% | -16.1% | -45.3% | -60.5% |
| 1Y | -61.6% | +0.2% | -61.8% | -62.2% |
| All | -60.4% | +133.7% | -194.1% | -67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling