-45.3%
FLUT vs P
+197.6%
-242.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.9% |
| 7D | -0.7% | +11.6% | -12.3% | -1.6% |
| 30D | +9.3% | -23.7% | +32.9% | +11.3% |
| 3M | -17.5% | -8.0% | -9.5% | -17.8% |
| 6M | -14.6% | +27.9% | -42.5% | -19.2% |
| YTD | -62.3% | +61.2% | -123.4% | -66.1% |
| 1Y | -59.6% | +28.6% | -88.3% | -62.8% |
| 3Y | -45.3% | +200.5% | -245.8% | -62.1% |
| All | -45.3% | +197.6% | -242.9% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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