-51.1%
FLUT vs P
+276.6%
-327.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.4% |
| 7D | -1.6% | +6.5% | -8.2% | -2.7% |
| 30D | +7.7% | +18.8% | -11.1% | +4.1% |
| 3M | -0.7% | +26.7% | -27.5% | -6.0% |
| 6M | -11.2% | +62.2% | -73.3% | -20.8% |
| YTD | -53.4% | +48.5% | -101.9% | -58.2% |
| 1Y | -65.8% | +26.4% | -92.2% | -68.8% |
| 3Y | -44.9% | +159.4% | -204.3% | -61.2% |
| All | -51.1% | +276.6% | -327.7% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling