-51.1%
FLUT vs S
-71.4%
+20.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -1.6% | -7.7% | +6.1% | -0.2% |
| 30D | +7.7% | -5.3% | +13.1% | +8.2% |
| 3M | -0.7% | +20.3% | -21.0% | -5.5% |
| 6M | -11.2% | +47.4% | -58.5% | -19.3% |
| YTD | -53.4% | +32.5% | -86.0% | -56.9% |
| 1Y | -65.8% | +9.5% | -75.3% | -67.2% |
| 3Y | -44.9% | +15.5% | -60.4% | -49.3% |
| All | -51.1% | -71.4% | +20.3% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling