-51.0%
FLUT vs PL
+20.8%
-71.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.4% | -11.9% | -2.4% |
| 7D | -1.1% | -6.8% | +5.8% | -0.6% |
| 30D | +7.7% | -29.3% | +37.0% | +10.7% |
| 3M | -12.2% | -44.8% | +32.6% | -7.9% |
| 6M | -17.6% | -68.4% | +50.8% | -10.4% |
| YTD | -62.0% | -36.4% | -25.6% | -62.7% |
| 1Y | -62.3% | +0.7% | -63.0% | -65.2% |
| 3Y | -52.0% | +455.3% | -507.3% | -68.5% |
| All | -51.0% | +20.8% | -71.8% | -61.4% |
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