-49.8%
FLUT vs REPL
-35.0%
-14.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -0.7% | +1.2% | -1.9% | -0.7% |
| 30D | +9.3% | +92.2% | -82.9% | +8.3% |
| 3M | -17.5% | +44.1% | -61.6% | -17.9% |
| 6M | -14.6% | +313.0% | -327.6% | -17.2% |
| YTD | -62.3% | +125.2% | -187.5% | -63.3% |
| 1Y | -59.6% | +143.8% | -203.4% | -60.9% |
| 3Y | -45.3% | +104.2% | -149.5% | -51.3% |
| All | -49.8% | -35.0% | -14.8% | -50.3% |
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