-53.4%
FLUT vs PL
+84.9%
-138.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -72.4% |
| 3Y | -44.9% | +444.1% | -489.1% | -62.8% |
| 5Y | -49.7% | +83.0% | -132.7% | -62.9% |
| All | -53.4% | +84.9% | -138.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling