-4.7%
FLUT vs REPL
-6.0%
+1.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -2.2% |
| 7D | -1.6% | -3.0% | +1.3% | -1.6% |
| 30D | +7.7% | +27.1% | -19.4% | +7.2% |
| 3M | -0.7% | +52.4% | -53.1% | -2.4% |
| 6M | -11.2% | +107.4% | -118.6% | -14.9% |
| YTD | -53.4% | +54.7% | -108.2% | -55.1% |
| 1Y | -65.8% | +158.9% | -224.6% | -68.0% |
| 3Y | -44.9% | -23.7% | -21.2% | -49.5% |
| 5Y | -49.7% | -54.3% | +4.6% | -53.7% |
| All | -4.7% | -6.0% | +1.3% | -11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling