+1,675.5%
FLUT vs FLR
+444.2%
+1,231.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -1.5% | +5.1% | -6.6% | -1.9% |
| 30D | +3.4% | -0.5% | +3.9% | +3.3% |
| 3M | -12.5% | -3.5% | -9.0% | -12.4% |
| 6M | -18.5% | +16.5% | -34.9% | -19.9% |
| YTD | -61.6% | +27.3% | -88.9% | -62.7% |
| 1Y | -64.1% | +10.6% | -74.7% | -64.7% |
| 3Y | -44.5% | +39.4% | -83.8% | -46.9% |
| 5Y | -51.3% | +126.4% | -177.7% | -55.0% |
| 10Y | -25.6% | +8.4% | -34.0% | -30.3% |
| All | +1,675.5% | +444.2% | +1,231.4% | +1,554.3% |
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