-51.8%
FLUT vs RF
+46.7%
-98.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.6% |
| 7D | -6.5% | -0.1% | -6.3% | -6.4% |
| 30D | +2.8% | +7.0% | -4.3% | -0.3% |
| 3M | -13.5% | -7.0% | -6.4% | -10.8% |
| 6M | -19.0% | +6.8% | -25.8% | -21.5% |
| YTD | -61.9% | +9.9% | -71.8% | -63.5% |
| 1Y | -63.2% | +21.1% | -84.4% | -66.2% |
| 3Y | -46.0% | +119.6% | -165.6% | -62.2% |
| 5Y | -51.8% | +46.2% | -98.0% | -60.8% |
| All | -51.8% | +46.7% | -98.5% | -60.8% |
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