-51.1%
FLUT vs M
+27.3%
-78.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.5% |
| 7D | -1.6% | +4.7% | -6.4% | -2.3% |
| 30D | +7.7% | -9.6% | +17.4% | +9.2% |
| 3M | -0.7% | +0.9% | -1.6% | -1.0% |
| 6M | -11.2% | +22.3% | -33.4% | -14.0% |
| YTD | -53.4% | +6.5% | -60.0% | -54.1% |
| 1Y | -65.8% | +38.8% | -104.5% | -67.4% |
| 3Y | -44.9% | +115.9% | -160.8% | -52.7% |
| All | -51.1% | +27.3% | -78.4% | -57.3% |
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