-65.0%
FLUT vs COO
-2.5%
-62.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.5% |
| 7D | +3.8% | -2.3% | +6.1% | +4.6% |
| 30D | +6.3% | -8.8% | +15.1% | +9.5% |
| 3M | -4.0% | +1.3% | -5.4% | -4.4% |
| 6M | -10.3% | -11.6% | +1.3% | -7.5% |
| YTD | -53.2% | -17.4% | -35.8% | -50.8% |
| 1Y | -65.0% | -1.6% | -63.4% | -65.8% |
| All | -65.0% | -2.5% | -62.5% | -65.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling