-42.4%
FLUT vs M
+159.6%
-201.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.7% |
| 7D | +4.5% | -3.3% | +7.8% | +4.9% |
| 30D | +9.2% | +8.1% | +1.1% | +7.8% |
| 3M | -13.7% | +2.2% | -15.9% | -14.2% |
| 6M | -9.0% | +35.1% | -44.1% | -13.3% |
| YTD | -60.2% | +15.8% | -76.1% | -61.3% |
| 1Y | -63.1% | +25.8% | -89.0% | -64.5% |
| All | -42.4% | +159.6% | -201.9% | -50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling