-43.9%
FLUT vs PL
+454.1%
-498.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.1% |
| 7D | -1.6% | -9.3% | +7.7% | -1.0% |
| 30D | +7.7% | -18.9% | +26.7% | +9.1% |
| 3M | -0.7% | -58.4% | +57.7% | +4.4% |
| 6M | -11.2% | -30.3% | +19.2% | -12.0% |
| YTD | -53.4% | -8.1% | -45.3% | -55.4% |
| 1Y | -65.8% | +180.5% | -246.3% | -71.3% |
| All | -43.9% | +454.1% | -498.0% | -61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling