-49.8%
FLUT vs M
-3.3%
-46.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -0.7% | +7.0% | -7.7% | -1.7% |
| 30D | +9.3% | +8.9% | +0.3% | +7.7% |
| 3M | -17.5% | +4.5% | -22.0% | -18.3% |
| 6M | -14.6% | +36.2% | -50.8% | -18.9% |
| YTD | -62.3% | +15.1% | -77.4% | -63.3% |
| 1Y | -59.6% | +27.4% | -87.1% | -61.4% |
| 3Y | -45.3% | +160.1% | -205.4% | -54.8% |
| All | -49.8% | -3.3% | -46.5% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling