-45.3%
FLUT vs RUN
-7.3%
-38.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -0.7% | -13.5% | +12.8% | +0.1% |
| 30D | +9.3% | +18.3% | -9.0% | +8.0% |
| 3M | -17.5% | -12.5% | -5.0% | -17.1% |
| 6M | -14.6% | -40.3% | +25.7% | -12.8% |
| YTD | -62.3% | -53.1% | -9.2% | -61.1% |
| 1Y | -59.6% | -54.3% | -5.4% | -58.3% |
| 3Y | -45.3% | -6.5% | -38.8% | -50.5% |
| All | -45.3% | -7.3% | -38.0% | -50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling