-50.6%
FLUT vs RUN
-80.3%
+29.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -1.0% |
| 7D | -2.6% | -1.8% | -0.8% | -2.5% |
| 30D | +5.4% | -10.8% | +16.2% | +6.4% |
| 3M | -10.8% | -30.2% | +19.4% | -8.4% |
| 6M | -9.2% | -22.3% | +13.1% | -8.2% |
| YTD | -53.8% | -52.2% | -1.6% | -51.5% |
| 1Y | -66.0% | -45.1% | -20.9% | -64.8% |
| 3Y | -44.7% | -37.1% | -7.6% | -49.3% |
| 5Y | -50.6% | -80.3% | +29.7% | -52.1% |
| All | -50.6% | -80.3% | +29.7% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling