-11.0%
FLUT vs FLR
+18.3%
-29.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | -0.5% |
| 7D | -3.6% | -6.9% | +3.3% | -3.0% |
| 30D | -0.3% | +1.1% | -1.5% | -0.5% |
| 3M | -12.6% | +14.3% | -27.0% | -14.0% |
| 6M | -8.0% | +19.1% | -27.1% | -10.1% |
| YTD | -54.1% | +35.1% | -89.2% | -55.7% |
| 1Y | -66.1% | +29.5% | -95.6% | -67.2% |
| 3Y | -45.0% | +53.0% | -98.0% | -48.0% |
| 5Y | -51.2% | +238.9% | -290.2% | -55.8% |
| All | -11.0% | +18.3% | -29.3% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FLR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling