+1,685.4%
FLUT vs RF
+153.1%
+1,532.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.6% | +1.5% |
| 7D | +4.8% | -1.6% | +6.4% | +4.8% |
| 30D | +8.8% | +5.0% | +3.8% | +8.6% |
| 3M | -10.7% | -10.0% | -0.7% | -10.3% |
| 6M | -19.7% | +3.3% | -23.0% | -19.8% |
| YTD | -61.4% | +7.9% | -69.4% | -61.5% |
| 1Y | -61.6% | +21.2% | -82.9% | -61.9% |
| 3Y | -51.4% | +105.8% | -157.2% | -52.5% |
| 5Y | -51.0% | +43.7% | -94.7% | -51.8% |
| 10Y | -25.2% | +289.4% | -314.6% | -26.6% |
| All | +1,685.4% | +153.1% | +1,532.3% | +1,679.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling