-42.4%
FLUT vs FIVE
+42.3%
-84.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.8% |
| 7D | +4.5% | -0.5% | +5.0% | +4.5% |
| 30D | +9.2% | +17.4% | -8.2% | +6.3% |
| 3M | -13.7% | +7.0% | -20.7% | -14.9% |
| 6M | -9.0% | +20.5% | -29.5% | -12.4% |
| YTD | -60.2% | +33.1% | -93.4% | -62.5% |
| 1Y | -63.1% | +67.1% | -130.2% | -66.6% |
| All | -42.4% | +42.3% | -84.6% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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