+2,054.3%
FLUT vs M
+213.5%
+1,840.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.3% |
| 7D | -1.6% | +4.7% | -6.4% | -1.9% |
| 30D | +7.7% | -9.6% | +17.4% | +8.4% |
| 3M | -0.7% | +0.9% | -1.6% | -0.9% |
| 6M | -11.2% | +22.3% | -33.4% | -12.5% |
| YTD | -53.4% | +6.5% | -60.0% | -53.8% |
| 1Y | -65.8% | +38.8% | -104.5% | -66.6% |
| 3Y | -44.9% | +115.9% | -160.8% | -48.4% |
| 5Y | -49.7% | +28.6% | -78.3% | -52.1% |
| 10Y | -9.7% | -2.5% | -7.2% | -16.3% |
| All | +2,054.3% | +213.5% | +1,840.7% | +1,690.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling