-9.2%
FLUT vs STZ
-14.3%
+5.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +1.6% |
| 7D | +3.8% | -7.4% | +11.2% | +5.3% |
| 30D | +6.3% | -10.9% | +17.2% | +8.6% |
| 3M | -4.0% | -13.4% | +9.4% | -1.5% |
| 6M | -10.3% | -16.2% | +5.9% | -7.7% |
| YTD | -53.2% | -10.4% | -42.7% | -52.4% |
| 1Y | -65.0% | -14.8% | -50.3% | -64.2% |
| 3Y | -43.9% | -50.1% | +6.2% | -37.4% |
| 5Y | -49.2% | -38.8% | -10.5% | -45.0% |
| 10Y | -9.2% | -14.1% | +4.9% | -6.7% |
| All | -9.2% | -14.3% | +5.1% | -6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling