-22.9%
FLUT vs COO
+40.2%
-63.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.8% |
| 7D | +4.5% | -2.3% | +6.8% | +5.0% |
| 30D | +9.2% | +13.3% | -4.1% | +6.2% |
| 3M | -13.7% | -18.1% | +4.4% | -10.1% |
| 6M | -9.0% | +6.7% | -15.7% | -10.9% |
| YTD | -60.2% | -23.2% | -37.0% | -58.2% |
| 1Y | -63.1% | -12.3% | -50.8% | -62.4% |
| 3Y | -42.5% | -23.6% | -18.9% | -40.4% |
| 5Y | -47.6% | -38.7% | -8.8% | -44.8% |
| 10Y | -22.9% | +42.2% | -65.1% | -27.5% |
| All | -22.9% | +40.2% | -63.1% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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