-51.1%
FLUT vs RF
+89.8%
-140.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.6% | +1.3% | -3.0% | -2.1% |
| 30D | +7.7% | -3.6% | +11.4% | +9.3% |
| 3M | -0.7% | +8.1% | -8.8% | -4.1% |
| 6M | -11.2% | +11.5% | -22.6% | -15.6% |
| YTD | -53.4% | +15.6% | -69.0% | -56.3% |
| 1Y | -65.8% | +15.7% | -81.4% | -67.9% |
| 3Y | -44.9% | +86.9% | -131.8% | -58.6% |
| All | -51.1% | +89.8% | -140.9% | -62.4% |
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 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