-63.2%
FLUT vs RUN
-53.7%
-9.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.5% |
| 7D | +4.2% | +18.5% | -14.3% | +1.3% |
| 30D | +8.0% | +15.5% | -7.5% | +5.3% |
| 3M | -22.1% | -20.3% | -1.8% | -20.1% |
| 6M | -21.7% | -30.8% | +9.1% | -19.6% |
| YTD | -62.0% | -52.2% | -9.7% | -58.1% |
| 1Y | -63.2% | -53.9% | -9.3% | -59.4% |
| All | -63.2% | -53.7% | -9.4% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling