-60.2%
FLUT vs COMP
-51.7%
-8.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +3.3% |
| 7D | +4.5% | +2.2% | +2.3% | +4.0% |
| 30D | +9.2% | +16.3% | -7.1% | +6.6% |
| 3M | -13.7% | -19.1% | +5.5% | -11.7% |
| 6M | -9.0% | +17.1% | -26.1% | -11.9% |
| YTD | -60.2% | -2.9% | -57.3% | -61.0% |
| 1Y | -63.1% | +8.8% | -71.9% | -64.4% |
| 3Y | -42.5% | +423.5% | -465.9% | -57.2% |
| 5Y | -47.6% | -10.5% | -37.1% | -50.6% |
| All | -60.2% | -51.7% | -8.5% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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