-40.3%
FLUT vs OPEN
-87.0%
+46.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -21.8% | +20.3% | +0.4% |
| 7D | -1.1% | -22.2% | +21.1% | +0.7% |
| 30D | +7.7% | -38.3% | +46.0% | +11.8% |
| 3M | -12.2% | -59.4% | +47.2% | -5.4% |
| 6M | -17.6% | -74.4% | +56.8% | -8.1% |
| YTD | -62.0% | -76.0% | +14.0% | -57.7% |
| 1Y | -62.3% | -78.7% | +16.4% | -57.7% |
| 3Y | -52.0% | -30.0% | -22.0% | -58.9% |
| 5Y | -51.8% | -93.7% | +42.0% | -50.7% |
| All | -40.3% | -87.0% | +46.7% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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