+17.5%
FLUT vs RUN
-31.9%
+49.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.1% |
| 7D | -1.6% | +1.3% | -2.9% | -1.7% |
| 30D | +7.7% | -15.3% | +23.0% | +8.9% |
| 3M | -0.7% | -40.0% | +39.3% | +2.5% |
| 6M | -11.2% | -27.0% | +15.8% | -9.9% |
| YTD | -53.4% | -51.7% | -1.8% | -51.6% |
| 1Y | -65.8% | -45.9% | -19.9% | -64.8% |
| 3Y | -44.9% | -43.8% | -1.2% | -47.7% |
| 5Y | -49.7% | -80.5% | +30.8% | -50.8% |
| 10Y | -9.7% | +45.3% | -55.0% | -18.1% |
| All | +17.5% | -31.9% | +49.4% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling