-61.4%
FLUT vs COMP
-56.6%
-4.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.2% | +9.6% | +2.5% |
| 7D | +4.8% | -1.8% | +6.6% | +4.9% |
| 30D | +8.8% | -0.8% | +9.6% | +8.7% |
| 3M | -10.7% | -28.1% | +17.4% | -7.1% |
| 6M | -19.7% | +27.0% | -46.7% | -23.5% |
| YTD | -61.4% | -12.8% | -48.6% | -61.6% |
| 1Y | -61.6% | +4.9% | -66.5% | -62.7% |
| 3Y | -51.4% | +321.0% | -372.4% | -62.7% |
| 5Y | -51.0% | -25.6% | -25.4% | -52.4% |
| All | -61.4% | -56.6% | -4.8% | -60.7% |
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