-65.0%
FLUT vs S
+4.5%
-69.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.1% |
| 7D | +3.8% | -5.8% | +9.6% | +5.0% |
| 30D | +6.3% | -9.2% | +15.5% | +7.5% |
| 3M | -4.0% | +23.4% | -27.4% | -12.2% |
| 6M | -10.3% | +36.9% | -47.2% | -21.8% |
| YTD | -53.2% | +29.5% | -82.7% | -58.7% |
| 1Y | -65.0% | +5.4% | -70.5% | -66.7% |
| All | -65.0% | +4.5% | -69.5% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling