-50.4%
FLUT vs AUR
-35.7%
-14.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.7% |
| 7D | +0.4% | +1.4% | -1.0% | +0.3% |
| 30D | +2.5% | -6.4% | +8.9% | +3.1% |
| 3M | -9.2% | +7.7% | -16.9% | -10.3% |
| 6M | -8.2% | +44.5% | -52.7% | -13.0% |
| YTD | -53.2% | +67.4% | -120.7% | -56.6% |
| 1Y | -65.6% | +15.4% | -81.0% | -66.8% |
| 3Y | -43.6% | +94.8% | -138.4% | -52.4% |
| 5Y | -50.3% | -35.1% | -15.2% | -55.2% |
| All | -50.4% | -35.7% | -14.7% | -54.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling