-2.6%
FLUT vs P
+449.6%
-452.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -16.4% | +17.8% | +2.9% |
| 7D | +4.8% | -31.9% | +36.7% | +8.1% |
| 30D | +8.8% | -36.5% | +45.3% | +12.8% |
| 3M | -10.7% | +11.6% | -22.3% | -13.1% |
| 6M | -19.7% | +25.2% | -44.9% | -23.7% |
| YTD | -61.4% | +39.4% | -100.9% | -64.0% |
| 1Y | -61.6% | -3.7% | -57.9% | -62.9% |
| 3Y | -51.4% | +167.3% | -218.7% | -59.2% |
| 5Y | -51.0% | +237.3% | -288.3% | -60.0% |
| 10Y | -25.2% | +698.6% | -723.8% | -42.8% |
| All | -2.6% | +449.6% | -452.3% | -24.8% |
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