+1,658.1%
FLUT vs COO
+795.8%
+862.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.3% |
| 7D | -1.1% | +4.7% | -5.8% | -1.6% |
| 30D | +7.7% | +13.9% | -6.2% | +6.1% |
| 3M | -12.2% | -14.9% | +2.8% | -10.7% |
| 6M | -17.6% | +2.0% | -19.6% | -17.9% |
| YTD | -62.0% | -23.9% | -38.1% | -61.0% |
| 1Y | -62.3% | -9.6% | -52.6% | -62.0% |
| 3Y | -52.0% | -25.4% | -26.5% | -50.9% |
| 5Y | -51.8% | -41.2% | -10.6% | -50.1% |
| 10Y | -26.3% | +42.1% | -68.4% | -27.9% |
| All | +1,658.1% | +795.8% | +862.3% | +1,461.5% |
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 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