-47.6%
FLUT vs SPXU
-84.0%
+36.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.9% | +7.5% | +2.4% |
| 7D | +4.5% | +1.5% | +3.0% | +5.3% |
| 30D | +9.2% | +6.4% | +2.9% | +11.7% |
| 3M | -13.7% | +4.2% | -17.9% | -12.0% |
| 6M | -9.0% | -7.8% | -1.2% | -10.7% |
| YTD | -60.2% | -27.5% | -32.7% | -63.7% |
| 1Y | -63.1% | -27.1% | -36.0% | -66.0% |
| 3Y | -42.5% | -80.8% | +38.4% | -62.7% |
| 5Y | -47.6% | -84.1% | +36.6% | -64.1% |
| All | -47.6% | -84.0% | +36.4% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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