-26.3%
FLUT vs MOD
+911.6%
-937.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.7% | -7.2% | -2.0% |
| 7D | -1.1% | -25.5% | +24.5% | +0.9% |
| 30D | +7.7% | -49.0% | +56.7% | +12.9% |
| 3M | -12.2% | -49.8% | +37.7% | -7.9% |
| 6M | -17.6% | -64.8% | +47.2% | -12.0% |
| YTD | -62.0% | -27.6% | -34.4% | -62.4% |
| 1Y | -62.3% | -35.2% | -27.1% | -62.4% |
| 3Y | -52.0% | +137.1% | -189.1% | -57.5% |
| 5Y | -51.8% | +760.3% | -812.0% | -60.5% |
| All | -26.3% | +911.6% | -937.9% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling