-65.8%
FLUT vs JAAA
+4.9%
-70.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.9% |
| 7D | -1.6% | +0.2% | -1.8% | -3.3% |
| 30D | +7.7% | +0.5% | +7.2% | +2.2% |
| 3M | -0.7% | +1.3% | -2.0% | -12.6% |
| 6M | -11.2% | +2.7% | -13.8% | -31.3% |
| YTD | -53.4% | +3.2% | -56.6% | -63.9% |
| 1Y | -65.8% | +4.9% | -70.7% | -76.6% |
| All | -65.8% | +4.9% | -70.6% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 1y: compounded portfolio wealth divided by compounded JAAA 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…
1y analysis · Full analysis span regression · 6 months rolling