-63.2%
FLUT vs JAAA
+4.8%
-67.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +4.2% | +0.2% | +4.0% | +2.6% |
| 30D | +8.0% | +0.4% | +7.6% | +3.5% |
| 3M | -22.1% | +1.2% | -23.3% | -31.0% |
| 6M | -21.7% | +2.3% | -24.0% | -38.4% |
| YTD | -62.0% | +3.9% | -65.8% | -70.1% |
| 1Y | -63.2% | +4.8% | -68.0% | -70.0% |
| All | -63.2% | +4.8% | -67.9% | -70.0% |
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