-52.0%
FLUT vs PR
+64.2%
-116.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.5% | -1.9% |
| 7D | -1.1% | -16.4% | +15.3% | +1.9% |
| 30D | +7.7% | -1.9% | +9.6% | +7.7% |
| 3M | -12.2% | +8.0% | -20.1% | -13.9% |
| 6M | -17.6% | +4.1% | -21.7% | -18.9% |
| YTD | -62.0% | +58.7% | -120.7% | -66.6% |
| 1Y | -62.3% | +75.8% | -138.1% | -67.9% |
| 3Y | -52.0% | +73.2% | -125.1% | -58.9% |
| All | -52.0% | +64.2% | -116.2% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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