+2,067.0%
FLUT vs AU
+479.5%
+1,587.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.6% |
| 7D | +3.8% | -0.3% | +4.1% | +3.8% |
| 30D | +6.3% | +12.8% | -6.5% | +5.8% |
| 3M | -4.0% | +28.5% | -32.5% | -5.2% |
| 6M | -10.3% | +4.8% | -15.1% | -10.8% |
| YTD | -53.2% | +31.0% | -84.1% | -54.1% |
| 1Y | -65.0% | +81.4% | -146.5% | -66.3% |
| 3Y | -43.9% | +618.4% | -662.3% | -49.6% |
| 5Y | -49.2% | +686.3% | -735.6% | -54.8% |
| 10Y | -9.2% | +664.5% | -673.7% | -19.7% |
| All | +2,067.0% | +479.5% | +1,587.5% | +1,739.4% |
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