-55.0%
FLUT vs S
-52.7%
-2.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.2% | -1.8% |
| 7D | -1.1% | -13.4% | +12.4% | +1.2% |
| 30D | +7.7% | -14.0% | +21.7% | +10.0% |
| 3M | -12.2% | +4.9% | -17.0% | -14.3% |
| 6M | -17.6% | +42.0% | -59.6% | -24.5% |
| YTD | -62.0% | +45.1% | -107.1% | -65.6% |
| 1Y | -62.3% | +33.1% | -95.3% | -65.3% |
| 3Y | -52.0% | +40.6% | -92.6% | -57.2% |
| 5Y | -51.8% | -67.5% | +15.7% | -51.5% |
| All | -55.0% | -52.7% | -2.3% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling