+1,645.8%
FLUT vs AU
+363.7%
+1,282.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.0% |
| 7D | -0.7% | -7.2% | +6.5% | -0.4% |
| 30D | +9.3% | -2.9% | +12.1% | +9.3% |
| 3M | -17.5% | -8.7% | -8.8% | -17.3% |
| 6M | -14.6% | -14.1% | -0.5% | -14.3% |
| YTD | -62.3% | +4.8% | -67.1% | -62.7% |
| 1Y | -59.6% | +11.9% | -71.5% | -60.2% |
| 3Y | -45.3% | +513.8% | -559.1% | -50.6% |
| 5Y | -50.4% | +379.3% | -429.7% | -55.2% |
| 10Y | -26.8% | +837.1% | -863.9% | -35.3% |
| All | +1,645.8% | +363.7% | +1,282.1% | +1,394.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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