-62.3%
FLUT vs COMP
-52.0%
-10.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.2% |
| 7D | -0.7% | 0.0% | -0.7% | -0.8% |
| 30D | +9.3% | +16.6% | -7.3% | +6.7% |
| 3M | -17.5% | -23.5% | +6.0% | -15.0% |
| 6M | -14.6% | +25.7% | -40.3% | -18.1% |
| YTD | -62.3% | -3.4% | -58.9% | -63.0% |
| 1Y | -59.6% | +7.6% | -67.2% | -61.0% |
| 3Y | -45.3% | +423.6% | -468.9% | -59.3% |
| 5Y | -50.4% | -10.6% | -39.8% | -53.3% |
| All | -62.3% | -52.0% | -10.3% | -62.2% |
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