+17.5%
FLUT vs P
+485.4%
-467.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.3% |
| 7D | -1.6% | +6.5% | -8.2% | -2.3% |
| 30D | +7.7% | +18.8% | -11.1% | +5.5% |
| 3M | -0.7% | +26.7% | -27.5% | -4.0% |
| 6M | -11.2% | +62.2% | -73.3% | -17.1% |
| YTD | -53.4% | +48.5% | -101.9% | -56.3% |
| 1Y | -65.8% | +26.4% | -92.2% | -67.6% |
| 3Y | -44.9% | +159.4% | -204.3% | -53.1% |
| 5Y | -49.7% | +275.8% | -325.5% | -58.8% |
| 10Y | -9.7% | +732.0% | -741.7% | -30.6% |
| All | +17.5% | +485.4% | -467.8% | -8.8% |
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