-4.1%
FLUT vs REPL
-7.7%
+3.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.6% |
| 7D | +3.8% | -5.7% | +9.6% | +3.9% |
| 30D | +6.3% | +22.5% | -16.2% | +5.8% |
| 3M | -4.0% | +64.7% | -68.7% | -5.8% |
| 6M | -10.3% | +83.0% | -93.3% | -13.8% |
| YTD | -53.2% | +52.0% | -105.1% | -54.8% |
| 1Y | -65.0% | +144.5% | -209.6% | -67.2% |
| 3Y | -43.9% | -25.1% | -18.8% | -48.5% |
| 5Y | -49.2% | -52.9% | +3.6% | -53.3% |
| All | -4.1% | -7.7% | +3.6% | -10.5% |
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