-4.1%
FLUT vs P
+469.1%
-473.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.1% | -1.8% |
| 7D | -1.1% | -23.8% | +22.7% | +1.0% |
| 30D | +7.7% | -36.6% | +44.3% | +11.7% |
| 3M | -12.2% | +10.9% | -23.0% | -14.4% |
| 6M | -17.6% | +30.0% | -47.6% | -21.9% |
| YTD | -62.0% | +44.4% | -106.4% | -64.7% |
| 1Y | -62.3% | +3.9% | -66.2% | -63.8% |
| 3Y | -52.0% | +176.6% | -228.5% | -59.8% |
| 5Y | -51.8% | +249.3% | -301.0% | -60.7% |
| 10Y | -26.3% | +726.9% | -753.2% | -43.8% |
| All | -4.1% | +469.1% | -473.2% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling