+423.6%
FLUT vs BR
+1,321.0%
-897.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.7% |
| 7D | -1.6% | -5.3% | +3.6% | -0.8% |
| 30D | +7.7% | +6.4% | +1.3% | +6.7% |
| 3M | -0.7% | +13.6% | -14.4% | -2.6% |
| 6M | -11.2% | -6.7% | -4.5% | -10.5% |
| YTD | -53.4% | -21.1% | -32.3% | -52.1% |
| 1Y | -65.8% | -29.6% | -36.2% | -64.2% |
| 3Y | -44.9% | -2.4% | -42.6% | -44.7% |
| 5Y | -49.7% | +11.2% | -60.9% | -50.5% |
| 10Y | -9.7% | +191.8% | -201.5% | -15.2% |
| All | +423.6% | +1,321.0% | -897.4% | +339.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling