-25.6%
FLUT vs CAPR
-67.6%
+42.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.9% | +10.6% | +0.7% |
| 7D | -1.5% | +7.6% | -9.1% | -1.5% |
| 30D | +3.4% | +13.3% | -9.9% | +3.3% |
| 3M | -12.5% | +130.4% | -142.9% | -13.3% |
| 6M | -18.5% | -70.8% | +52.3% | -18.3% |
| YTD | -61.6% | -69.3% | +7.6% | -61.6% |
| 1Y | -64.1% | +59.5% | -123.6% | -65.3% |
| 3Y | -44.5% | +216.8% | -261.2% | -47.3% |
| 5Y | -51.3% | +152.7% | -204.0% | -53.8% |
| All | -25.6% | -67.6% | +42.0% | -30.5% |
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