-61.6%
FLUT vs COMP
-53.0%
-8.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.4% | +8.0% | +1.6% |
| 7D | -1.5% | +7.2% | -8.7% | -2.7% |
| 30D | +3.4% | +6.4% | -3.0% | +2.2% |
| 3M | -12.5% | -19.4% | +7.0% | -10.4% |
| 6M | -18.5% | +14.6% | -33.0% | -20.9% |
| YTD | -61.6% | -5.5% | -56.1% | -62.2% |
| 1Y | -64.1% | +13.7% | -77.8% | -65.6% |
| 3Y | -44.5% | +409.7% | -454.2% | -58.5% |
| 5Y | -51.3% | -17.0% | -34.3% | -53.5% |
| All | -61.6% | -53.0% | -8.6% | -61.4% |
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