-45.3%
FLUT vs COO
-24.0%
-21.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.2% |
| 7D | -0.7% | +0.5% | -1.2% | -0.8% |
| 30D | +9.3% | +14.2% | -4.9% | +5.5% |
| 3M | -17.5% | -18.2% | +0.7% | -13.1% |
| 6M | -14.6% | +5.3% | -20.0% | -16.4% |
| YTD | -62.3% | -23.6% | -38.7% | -59.7% |
| 1Y | -59.6% | -12.7% | -47.0% | -58.6% |
| 3Y | -45.3% | -24.2% | -21.1% | -44.4% |
| All | -45.3% | -24.0% | -21.2% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling