-63.1%
FLUT vs MOD
-33.2%
-30.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | +0.1% | +3.7% |
| 7D | +4.5% | +8.2% | -3.7% | +4.7% |
| 30D | +9.2% | -38.2% | +47.4% | +8.6% |
| 3M | -13.7% | -46.2% | +32.5% | -14.1% |
| 6M | -9.0% | -62.5% | +53.5% | -9.6% |
| YTD | -60.2% | -20.1% | -40.1% | -65.6% |
| 1Y | -63.1% | -29.7% | -33.4% | -67.9% |
| All | -63.1% | -33.2% | -30.0% | -67.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling