-21.9%
FLUT vs REPL
+39.1%
-61.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | +0.3% |
| 7D | -6.5% | +14.2% | -20.7% | -6.7% |
| 30D | +2.8% | +65.9% | -63.1% | +1.7% |
| 3M | -13.5% | +84.6% | -98.0% | -14.6% |
| 6M | -19.0% | +446.9% | -465.9% | -23.0% |
| YTD | -61.9% | +129.0% | -190.9% | -63.5% |
| 1Y | -63.2% | +167.9% | -231.1% | -65.0% |
| 3Y | -46.0% | +93.9% | -139.9% | -52.3% |
| 5Y | -51.8% | -33.0% | -18.8% | -55.9% |
| All | -21.9% | +39.1% | -61.1% | -27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling