-45.3%
FLUT vs S
+41.6%
-86.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -0.7% | +2.0% | -2.7% | -1.1% |
| 30D | +9.3% | -2.7% | +12.0% | +9.1% |
| 3M | -17.5% | -6.9% | -10.6% | -17.6% |
| 6M | -14.6% | +38.1% | -52.7% | -23.8% |
| YTD | -62.3% | +48.0% | -110.3% | -67.3% |
| 1Y | -59.6% | +34.5% | -94.1% | -64.2% |
| 3Y | -45.3% | +38.3% | -83.6% | -56.0% |
| All | -45.3% | +41.6% | -86.9% | -56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling