-51.0%
FLUT vs RF
+42.5%
-93.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.4% |
| 7D | -1.1% | -0.9% | -0.2% | -0.7% |
| 30D | +7.7% | +6.0% | +1.7% | +5.0% |
| 3M | -12.2% | -8.9% | -3.3% | -8.6% |
| 6M | -17.6% | +2.3% | -19.9% | -18.7% |
| YTD | -62.0% | +7.6% | -69.6% | -63.3% |
| 1Y | -62.3% | +21.2% | -83.4% | -65.3% |
| 3Y | -52.0% | +108.5% | -160.5% | -65.6% |
| All | -51.0% | +42.5% | -93.5% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling