-26.1%
FLUT vs RF
+219.4%
-245.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.7% | -4.0% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | +5.0% | +5.6% | -0.5% | +4.0% |
| 3M | -16.4% | -8.9% | -7.6% | -15.1% |
| 6M | -14.6% | +7.1% | -21.7% | -15.6% |
| YTD | -61.9% | +8.3% | -70.2% | -62.4% |
| 1Y | -65.0% | +16.8% | -81.9% | -65.9% |
| 3Y | -44.8% | +115.0% | -159.8% | -50.3% |
| 5Y | -49.9% | +46.4% | -96.3% | -53.6% |
| All | -26.1% | +219.4% | -245.5% | -27.4% |
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