-62.0%
FLUT vs COMP
-52.0%
-10.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.7% | -12.3% | -2.9% |
| 7D | -1.1% | +13.4% | -14.5% | -2.9% |
| 30D | +7.7% | +11.1% | -3.4% | +5.9% |
| 3M | -12.2% | -18.8% | +6.7% | -10.1% |
| 6M | -17.6% | +10.5% | -28.1% | -19.6% |
| YTD | -62.0% | -3.4% | -58.6% | -62.7% |
| 1Y | -62.3% | +19.7% | -82.0% | -64.0% |
| 3Y | -52.0% | +381.6% | -433.6% | -63.8% |
| 5Y | -51.8% | -17.6% | -34.2% | -53.8% |
| All | -62.0% | -52.0% | -10.0% | -61.9% |
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