-64.4%
FLUT vs COMP
+13.3%
-77.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.0% |
| 3M | -12.5% | -19.4% | +7.0% | -10.7% |
| 6M | -18.5% | +14.6% | -33.0% | -21.2% |
| YTD | -61.6% | -5.5% | -56.1% | -60.3% |
| All | -64.4% | +13.3% | -77.7% | -63.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling