-49.8%
FLUT vs RF
+47.5%
-97.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.3% | -1.6% |
| 7D | -0.7% | +1.9% | -2.6% | -1.6% |
| 30D | +9.3% | +7.3% | +1.9% | +5.9% |
| 3M | -17.5% | -7.9% | -9.6% | -14.6% |
| 6M | -14.6% | +10.5% | -25.1% | -18.6% |
| YTD | -62.3% | +9.6% | -71.9% | -63.9% |
| 1Y | -59.6% | +20.3% | -79.9% | -62.8% |
| 3Y | -45.3% | +119.5% | -164.8% | -61.7% |
| All | -49.8% | +47.5% | -97.3% | -59.3% |
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