-4.8%
FLUT vs RUN
-33.9%
+29.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -0.7% | -13.5% | +12.8% | +0.3% |
| 30D | +9.3% | +18.3% | -9.0% | +7.7% |
| 3M | -17.5% | -12.5% | -5.0% | -16.9% |
| 6M | -14.6% | -40.3% | +25.7% | -12.1% |
| YTD | -62.3% | -53.1% | -9.2% | -60.8% |
| 1Y | -59.6% | -54.3% | -5.4% | -58.0% |
| 3Y | -45.3% | -6.5% | -38.8% | -49.9% |
| 5Y | -50.4% | -85.3% | +34.9% | -50.8% |
| 10Y | -26.8% | +68.9% | -95.7% | -33.7% |
| All | -4.8% | -33.9% | +29.1% | -12.7% |
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