-9.2%
FLUT vs CAPR
-77.1%
+67.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +0.6% |
| 7D | +3.8% | -9.5% | +13.3% | +3.9% |
| 30D | +6.3% | +121.5% | -115.2% | +5.4% |
| 3M | -4.0% | -65.4% | +61.3% | -3.9% |
| 6M | -10.3% | -67.5% | +57.2% | -10.2% |
| YTD | -53.2% | -68.6% | +15.4% | -53.1% |
| 1Y | -65.0% | +42.7% | -107.7% | -66.1% |
| 3Y | -43.9% | +43.4% | -87.3% | -46.3% |
| 5Y | -49.2% | +86.0% | -135.3% | -51.7% |
| 10Y | -9.2% | -77.4% | +68.2% | -14.7% |
| All | -9.2% | -77.1% | +67.9% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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