-51.2%
FLUT vs PL
+403.1%
-454.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -10.1% | +11.6% | +2.0% |
| 7D | +4.8% | -20.5% | +25.3% | +6.0% |
| 30D | +8.8% | -38.8% | +47.6% | +11.6% |
| 3M | -10.7% | -49.1% | +38.4% | -7.5% |
| 6M | -19.7% | -69.4% | +49.7% | -15.3% |
| YTD | -61.4% | -42.3% | -19.1% | -62.1% |
| 1Y | -61.6% | -14.2% | -47.4% | -63.9% |
| All | -51.2% | +403.1% | -454.3% | -65.8% |
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