-53.6%
FLUT vs FRSH
-72.5%
+18.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +0.4% | -6.6% | +7.0% | +1.8% |
| 30D | +2.5% | +2.1% | +0.4% | +1.9% |
| 3M | -9.2% | +29.0% | -38.2% | -14.0% |
| 6M | -8.2% | +48.6% | -56.9% | -15.6% |
| YTD | -53.2% | -2.9% | -50.3% | -53.7% |
| 1Y | -65.6% | -7.9% | -57.7% | -65.6% |
| 3Y | -43.6% | -46.5% | +2.9% | -39.8% |
| All | -53.6% | -72.5% | +18.9% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling