-65.8%
FLUT vs STZ
-10.2%
-55.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -1.6% | -1.9% | +0.3% | -1.2% |
| 30D | +7.7% | -1.9% | +9.6% | +8.6% |
| 3M | -0.7% | -6.2% | +5.5% | +0.9% |
| 6M | -11.2% | -14.0% | +2.9% | -9.0% |
| YTD | -53.4% | -5.1% | -48.3% | -54.2% |
| 1Y | -65.8% | -9.6% | -56.2% | -65.3% |
| All | -65.8% | -10.2% | -55.6% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling