+2,054.3%
FLUT vs FLR
+505.9%
+1,548.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.2% | -2.0% |
| 7D | -1.6% | +5.4% | -7.1% | -2.1% |
| 30D | +7.7% | +11.4% | -3.6% | +6.7% |
| 3M | -0.7% | +11.4% | -12.1% | -1.9% |
| 6M | -11.2% | +16.6% | -27.8% | -12.8% |
| YTD | -53.4% | +41.7% | -95.2% | -55.1% |
| 1Y | -65.8% | +35.4% | -101.2% | -66.9% |
| 3Y | -44.9% | +57.3% | -102.2% | -47.8% |
| 5Y | -49.7% | +241.0% | -290.7% | -54.7% |
| 10Y | -9.7% | +16.6% | -26.4% | -15.9% |
| All | +2,054.3% | +505.9% | +1,548.4% | +1,893.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling