-51.1%
FLUT vs PL
+82.7%
-133.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.1% |
| 7D | -1.6% | -9.3% | +7.7% | -0.8% |
| 30D | +7.7% | -18.9% | +26.7% | +9.8% |
| 3M | -0.7% | -58.4% | +57.7% | +6.7% |
| 6M | -11.2% | -30.3% | +19.2% | -11.6% |
| YTD | -53.4% | -8.1% | -45.3% | -55.5% |
| 1Y | -65.8% | +180.5% | -246.3% | -72.3% |
| 3Y | -44.9% | +444.1% | -489.1% | -62.7% |
| All | -51.1% | +82.7% | -133.7% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling