+2,054.3%
FLUT vs MOD
+1,158.8%
+895.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.3% | -6.5% | -2.4% |
| 7D | -1.6% | +9.6% | -11.2% | -2.2% |
| 30D | +7.7% | 0.0% | +7.7% | +7.7% |
| 3M | -0.7% | -35.4% | +34.7% | +1.4% |
| 6M | -11.2% | -7.3% | -3.9% | -11.8% |
| YTD | -53.4% | +45.8% | -99.2% | -55.2% |
| 1Y | -65.8% | +43.1% | -108.9% | -67.1% |
| 3Y | -44.9% | +297.7% | -342.6% | -50.8% |
| 5Y | -49.7% | +1,478.8% | -1,528.4% | -58.2% |
| 10Y | -9.7% | +1,633.4% | -1,643.1% | -27.2% |
| All | +2,054.3% | +1,158.8% | +895.4% | +1,633.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling