-18.6%
FLUT vs REPL
+36.1%
-54.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.4% | +10.1% | +3.7% |
| 7D | +4.5% | +5.3% | -0.7% | +4.4% |
| 30D | +9.2% | +66.6% | -57.4% | +8.1% |
| 3M | -13.7% | +59.6% | -73.2% | -14.5% |
| 6M | -9.0% | +482.4% | -491.4% | -13.7% |
| YTD | -60.2% | +124.1% | -184.3% | -62.0% |
| 1Y | -63.1% | +138.6% | -201.7% | -64.8% |
| 3Y | -42.5% | +96.0% | -138.5% | -49.3% |
| 5Y | -47.6% | -35.4% | -12.2% | -52.0% |
| All | -18.6% | +36.1% | -54.7% | -24.6% |
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