-26.8%
FLUT vs AVAV
+315.4%
-342.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.8% |
| 7D | -0.7% | +4.2% | -4.9% | -1.1% |
| 30D | +9.3% | -2.6% | +11.8% | +9.2% |
| 3M | -17.5% | -38.0% | +20.5% | -14.7% |
| 6M | -14.6% | -27.0% | +12.4% | -13.6% |
| YTD | -62.3% | -51.4% | -10.9% | -60.9% |
| 1Y | -59.6% | -60.2% | +0.6% | -57.5% |
| 3Y | -45.3% | -6.7% | -38.6% | -47.3% |
| 5Y | -50.4% | +28.3% | -78.7% | -54.1% |
| All | -26.8% | +315.4% | -342.2% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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