-51.1%
FLUT vs GEN
+24.6%
-75.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.6% |
| 7D | -1.6% | -1.2% | -0.4% | -1.3% |
| 30D | +7.7% | +10.1% | -2.4% | +4.7% |
| 3M | -0.7% | +16.1% | -16.8% | -5.0% |
| 6M | -11.2% | +38.9% | -50.0% | -19.3% |
| YTD | -53.4% | +14.4% | -67.9% | -55.7% |
| 1Y | -65.8% | +5.9% | -71.6% | -66.8% |
| 3Y | -44.9% | +58.8% | -103.7% | -52.0% |
| All | -51.1% | +24.6% | -75.7% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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