-53.4%
FLUT vs COMP
-47.7%
-5.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | -1.6% | +1.4% | -3.0% | -1.8% |
| 30D | +7.7% | -13.3% | +21.1% | +9.7% |
| 3M | -0.7% | +41.1% | -41.8% | -5.6% |
| 6M | -11.2% | +17.2% | -28.3% | -14.4% |
| YTD | -53.4% | +5.2% | -58.6% | -54.6% |
| 1Y | -65.8% | +18.9% | -84.7% | -67.3% |
| 3Y | -44.9% | +215.9% | -260.8% | -56.2% |
| 5Y | -49.7% | -31.2% | -18.5% | -49.4% |
| All | -53.4% | -47.7% | -5.8% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling