-49.5%
FLUT vs SHAK
-22.8%
-26.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.1% |
| 7D | +0.4% | -8.3% | +8.7% | +2.6% |
| 30D | +2.5% | -12.6% | +15.2% | +6.1% |
| 3M | -9.2% | +9.1% | -18.4% | -12.0% |
| 6M | -8.2% | -31.2% | +23.0% | -2.0% |
| YTD | -53.2% | -21.6% | -31.7% | -52.0% |
| 1Y | -65.6% | -38.8% | -26.8% | -62.3% |
| 3Y | -43.6% | +0.6% | -44.2% | -48.9% |
| All | -49.5% | -22.8% | -26.7% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling