+1,663.9%
FLUT vs FLR
+434.2%
+1,229.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -4.0% |
| 7D | -1.2% | +10.1% | -11.3% | -2.0% |
| 30D | +5.0% | -0.5% | +5.5% | +4.9% |
| 3M | -16.4% | -4.8% | -11.6% | -16.3% |
| 6M | -14.6% | +10.7% | -25.3% | -15.8% |
| YTD | -61.9% | +25.0% | -86.8% | -62.9% |
| 1Y | -65.0% | +8.3% | -73.3% | -65.6% |
| 3Y | -44.8% | +36.8% | -81.7% | -47.2% |
| 5Y | -49.9% | +121.8% | -171.7% | -53.6% |
| 10Y | -26.1% | +9.2% | -35.2% | -30.8% |
| All | +1,663.9% | +434.2% | +1,229.7% | +1,545.9% |
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