-62.3%
FLUT vs MOD
-37.3%
-24.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.7% | -7.2% | -1.4% |
| 7D | -1.1% | -25.5% | +24.5% | -1.5% |
| 30D | +7.7% | -49.0% | +56.7% | +7.1% |
| 3M | -12.2% | -49.8% | +37.7% | -12.5% |
| 6M | -17.6% | -64.8% | +47.2% | -18.4% |
| YTD | -62.0% | -27.6% | -34.4% | -67.2% |
| 1Y | -62.3% | -35.2% | -27.1% | -67.7% |
| All | -62.3% | -37.3% | -24.9% | -67.7% |
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