+2,054.3%
FLUT vs COO
+899.6%
+1,154.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.0% |
| 7D | -1.6% | -2.2% | +0.6% | -1.4% |
| 30D | +7.7% | -7.0% | +14.8% | +8.6% |
| 3M | -0.7% | +12.2% | -12.9% | -2.0% |
| 6M | -11.2% | -15.1% | +4.0% | -9.7% |
| YTD | -53.4% | -15.1% | -38.4% | -52.7% |
| 1Y | -65.8% | +2.3% | -68.1% | -65.9% |
| 3Y | -44.9% | -23.7% | -21.3% | -43.8% |
| 5Y | -49.7% | -38.9% | -10.8% | -48.3% |
| 10Y | -9.7% | +49.9% | -59.6% | -12.2% |
| All | +2,054.3% | +899.6% | +1,154.6% | +1,794.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling