+327.3%
FLUT vs CAPR
-99.1%
+426.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.7% | -6.2% | -1.6% |
| 7D | -1.1% | +41.1% | -42.1% | -1.3% |
| 30D | +7.7% | +11.1% | -3.4% | +7.6% |
| 3M | -12.2% | +115.3% | -127.5% | -12.7% |
| 6M | -17.6% | -73.8% | +56.3% | -17.4% |
| YTD | -62.0% | -68.8% | +6.8% | -62.0% |
| 1Y | -62.3% | +43.3% | -105.6% | -63.1% |
| 3Y | -52.0% | +214.7% | -266.6% | -53.5% |
| 5Y | -51.8% | +141.3% | -193.1% | -53.3% |
| 10Y | -26.3% | -67.0% | +40.7% | -29.2% |
| All | +327.3% | -99.1% | +426.4% | +312.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling