-52.0%
FLUT vs M
+100.8%
-152.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -0.9% |
| 7D | -1.1% | -4.3% | +3.2% | -0.6% |
| 30D | +7.7% | +1.3% | +6.4% | +7.3% |
| 3M | -12.2% | -7.4% | -4.8% | -11.5% |
| 6M | -17.6% | +18.3% | -35.9% | -20.0% |
| YTD | -62.0% | +7.6% | -69.6% | -62.7% |
| 1Y | -62.3% | +17.4% | -79.7% | -63.4% |
| 3Y | -52.0% | +108.4% | -160.3% | -60.5% |
| All | -52.0% | +100.8% | -152.8% | -60.5% |
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