-50.6%
FLUT vs BR
+7.6%
-58.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | -2.6% | -5.0% | +2.4% | 0.0% |
| 30D | +5.4% | -2.5% | +7.8% | +6.7% |
| 3M | -10.8% | +13.5% | -24.3% | -16.5% |
| 6M | -9.2% | -9.4% | +0.2% | -5.2% |
| YTD | -53.8% | -23.3% | -30.5% | -47.6% |
| 1Y | -66.0% | -31.6% | -34.4% | -59.1% |
| 3Y | -44.7% | -5.1% | -39.6% | -45.0% |
| 5Y | -50.6% | +8.2% | -58.8% | -57.7% |
| All | -50.6% | +7.6% | -58.2% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 5y: compounded portfolio wealth divided by compounded BR 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…
5y analysis · Full analysis span regression · 6 months rolling