-63.2%
FLUT vs REPL
+125.1%
-188.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | +4.2% | +28.8% | -24.7% | +4.2% |
| 30D | +8.0% | +57.3% | -49.3% | +8.2% |
| 3M | -22.1% | +73.6% | -95.6% | -21.9% |
| 6M | -21.7% | +582.8% | -604.5% | -19.9% |
| YTD | -62.0% | +112.9% | -174.8% | -60.9% |
| 1Y | -63.2% | +130.7% | -193.8% | -64.2% |
| All | -63.2% | +125.1% | -188.3% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling