+423.6%
FLUT vs CAPR
-99.1%
+522.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.2% |
| 7D | -1.6% | -2.0% | +0.3% | -1.6% |
| 30D | +7.7% | +139.2% | -131.4% | +7.1% |
| 3M | -0.7% | -66.4% | +65.7% | -0.6% |
| 6M | -11.2% | -63.1% | +52.0% | -11.1% |
| YTD | -53.4% | -67.4% | +14.0% | -53.4% |
| 1Y | -65.8% | +58.2% | -124.0% | -66.5% |
| 3Y | -44.9% | +42.2% | -87.1% | -46.5% |
| 5Y | -49.7% | +87.3% | -136.9% | -51.3% |
| 10Y | -9.7% | -75.3% | +65.6% | -13.2% |
| All | +423.6% | -99.1% | +522.6% | +406.0% |
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