-54.5%
FLUT vs FRSH
-72.6%
+18.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -3.6% | -11.2% | +7.6% | -1.2% |
| 30D | -0.3% | -0.8% | +0.5% | -0.4% |
| 3M | -12.6% | +26.4% | -39.0% | -16.8% |
| 6M | -8.0% | +48.4% | -56.4% | -15.3% |
| YTD | -54.1% | -3.1% | -51.0% | -54.5% |
| 1Y | -66.1% | -8.7% | -57.4% | -66.1% |
| 3Y | -45.0% | -45.8% | +0.8% | -41.5% |
| All | -54.5% | -72.6% | +18.1% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling