-26.1%
FLUT vs RUN
+66.4%
-92.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.1% | +1.9% | -3.6% |
| 7D | -1.2% | -13.7% | +12.5% | -0.1% |
| 30D | +5.0% | +9.4% | -4.4% | +4.1% |
| 3M | -16.4% | -13.4% | -3.0% | -15.7% |
| 6M | -14.6% | -39.6% | +25.0% | -11.9% |
| YTD | -61.9% | -53.7% | -8.2% | -60.2% |
| 1Y | -65.0% | -56.2% | -8.9% | -63.4% |
| 3Y | -44.8% | -9.7% | -35.1% | -50.1% |
| 5Y | -49.9% | -85.5% | +35.6% | -50.2% |
| All | -26.1% | +66.4% | -92.5% | -35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling