-61.6%
FLUT vs PL
+45.6%
-107.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -1.5% | +5.6% | -7.1% | -2.1% |
| 30D | +3.4% | -16.9% | +20.4% | +4.8% |
| 3M | -12.5% | -38.2% | +25.8% | -9.1% |
| 6M | -18.5% | -63.4% | +45.0% | -12.4% |
| YTD | -61.6% | -27.6% | -34.0% | -62.8% |
| 1Y | -64.1% | +6.6% | -70.7% | -67.0% |
| 3Y | -44.5% | +557.6% | -602.1% | -64.3% |
| 5Y | -51.3% | +39.5% | -90.8% | -62.1% |
| All | -61.6% | +45.6% | -107.2% | -71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling