-63.2%
FLUT vs PL
-0.6%
-62.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.4% | +4.0% | -2.4% |
| 7D | +4.2% | -11.7% | +15.9% | +4.0% |
| 30D | +8.0% | -27.1% | +35.1% | +7.7% |
| 3M | -22.1% | -44.6% | +22.5% | -22.3% |
| 6M | -21.7% | -67.2% | +45.5% | -22.5% |
| YTD | -62.0% | -35.9% | -26.1% | -64.9% |
| 1Y | -63.2% | -0.4% | -62.8% | -68.2% |
| All | -63.2% | -0.6% | -62.5% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling