-63.2%
FLUT vs AUR
-17.4%
-45.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | -1.8% |
| 7D | +4.2% | -19.8% | +24.0% | +6.9% |
| 30D | +8.0% | -29.0% | +37.0% | +12.6% |
| 3M | -22.1% | -43.6% | +21.5% | -16.8% |
| 6M | -21.7% | -36.6% | +15.0% | -18.3% |
| YTD | -62.0% | +6.3% | -68.2% | -65.0% |
| 1Y | -63.2% | -9.0% | -54.1% | -64.6% |
| All | -63.2% | -17.4% | -45.8% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling