-65.8%
FLUT vs RUN
-46.2%
-19.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.1% |
| 7D | -1.6% | +1.3% | -2.9% | -1.8% |
| 30D | +7.7% | -15.3% | +23.0% | +10.0% |
| 3M | -0.7% | -40.0% | +39.3% | +5.6% |
| 6M | -11.2% | -27.0% | +15.8% | -9.6% |
| YTD | -53.4% | -51.7% | -1.8% | -48.9% |
| 1Y | -65.8% | -45.9% | -19.9% | -63.9% |
| All | -65.8% | -46.2% | -19.6% | -63.9% |
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