-26.1%
FLUT vs M
+3.7%
-29.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.1% | -7.7% | -0.3% |
| 7D | -6.5% | +2.5% | -9.0% | -6.7% |
| 30D | +2.8% | +10.1% | -7.3% | +1.8% |
| 3M | -13.5% | -0.9% | -12.5% | -13.6% |
| 6M | -19.0% | +30.2% | -49.1% | -21.0% |
| YTD | -61.9% | +16.3% | -78.2% | -62.5% |
| 1Y | -63.2% | +27.0% | -90.2% | -64.1% |
| 3Y | -46.0% | +154.5% | -200.5% | -51.0% |
| 5Y | -51.8% | -1.1% | -50.7% | -54.4% |
| 10Y | -26.1% | +0.5% | -26.6% | -35.2% |
| All | -26.1% | +3.7% | -29.8% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling