-51.0%
FLUT vs REPL
-35.6%
-15.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.0% | -9.5% | -1.6% |
| 7D | -1.1% | +22.8% | -23.8% | -1.3% |
| 30D | +7.7% | +63.8% | -56.1% | +7.0% |
| 3M | -12.2% | +68.1% | -80.3% | -12.8% |
| 6M | -17.6% | +528.5% | -546.1% | -20.6% |
| YTD | -62.0% | +122.4% | -184.4% | -63.1% |
| 1Y | -62.3% | +154.4% | -216.6% | -63.4% |
| 3Y | -52.0% | +68.0% | -119.9% | -56.4% |
| All | -51.0% | -35.6% | -15.4% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling