-49.9%
FLUT vs FLR
+256.3%
-306.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +3.8% | +0.7% | +3.2% | +3.7% |
| 30D | +6.3% | -0.7% | +7.0% | +6.2% |
| 3M | -4.0% | +14.3% | -18.4% | -7.4% |
| 6M | -10.3% | +25.6% | -35.9% | -15.9% |
| YTD | -53.2% | +42.9% | -96.0% | -57.6% |
| 1Y | -65.0% | +38.7% | -103.8% | -68.2% |
| 3Y | -43.9% | +61.8% | -105.7% | -52.7% |
| All | -49.9% | +256.3% | -306.2% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling