-26.3%
FLUT vs RF
+279.4%
-305.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.5% |
| 7D | -1.1% | -0.9% | -0.2% | -0.9% |
| 30D | +7.7% | +6.0% | +1.7% | +6.7% |
| 3M | -12.2% | -8.9% | -3.3% | -10.8% |
| 6M | -17.6% | +2.3% | -19.9% | -17.9% |
| YTD | -62.0% | +7.6% | -69.6% | -62.4% |
| 1Y | -62.3% | +21.2% | -83.4% | -63.3% |
| 3Y | -52.0% | +108.5% | -160.5% | -56.5% |
| 5Y | -51.8% | +43.2% | -95.0% | -55.2% |
| All | -26.3% | +279.4% | -305.7% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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