-27.0%
FLUT vs PR
+169.5%
-196.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.1% |
| 7D | -1.6% | +2.9% | -4.5% | -1.8% |
| 30D | +7.7% | +18.0% | -10.3% | +6.8% |
| 3M | -0.7% | +16.9% | -17.6% | -1.6% |
| 6M | -11.2% | +28.2% | -39.4% | -12.5% |
| YTD | -53.4% | +69.3% | -122.8% | -54.9% |
| 1Y | -65.8% | +69.5% | -135.3% | -66.8% |
| 3Y | -44.9% | +81.7% | -126.6% | -47.1% |
| 5Y | -49.7% | +422.2% | -471.9% | -53.9% |
| 10Y | -9.7% | +110.4% | -120.1% | -18.5% |
| All | -27.0% | +169.5% | -196.5% | -29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling