-52.0%
FLUT vs MOD
+129.2%
-181.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.7% | -7.2% | -2.1% |
| 7D | -1.1% | -25.5% | +24.5% | +1.5% |
| 30D | +7.7% | -49.0% | +56.7% | +14.8% |
| 3M | -12.2% | -49.8% | +37.7% | -6.4% |
| 6M | -17.6% | -64.8% | +47.2% | -9.9% |
| YTD | -62.0% | -27.6% | -34.4% | -63.9% |
| 1Y | -62.3% | -35.2% | -27.1% | -63.7% |
| 3Y | -52.0% | +137.1% | -189.1% | -66.7% |
| All | -52.0% | +129.2% | -181.2% | -66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling