-43.6%
FLUT vs SHAK
-2.6%
-40.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.2% |
| 7D | +0.4% | -8.3% | +8.7% | +2.4% |
| 30D | +2.5% | -12.6% | +15.2% | +5.9% |
| 3M | -9.2% | +9.1% | -18.4% | -11.8% |
| 6M | -8.2% | -31.2% | +23.0% | -2.4% |
| YTD | -53.2% | -21.6% | -31.7% | -52.1% |
| 1Y | -65.6% | -38.8% | -26.8% | -62.4% |
| 3Y | -43.6% | +0.6% | -44.2% | -52.8% |
| All | -43.6% | -2.6% | -40.9% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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