-53.6%
FLUT vs FRSH
-72.0%
+18.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +1.6% |
| 7D | +3.8% | -10.1% | +13.9% | +6.0% |
| 30D | +6.3% | +2.2% | +4.1% | +5.6% |
| 3M | -4.0% | +28.6% | -32.6% | -9.0% |
| 6M | -10.3% | +40.2% | -50.5% | -16.6% |
| YTD | -53.2% | -1.2% | -51.9% | -53.8% |
| 1Y | -65.0% | -7.9% | -57.1% | -65.1% |
| 3Y | -43.9% | -44.7% | +0.8% | -40.5% |
| All | -53.6% | -72.0% | +18.5% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling