-45.3%
FLUT vs STZ
-34.9%
-10.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -0.7% | +2.6% | -3.3% | -1.3% |
| 30D | +9.3% | +15.2% | -5.9% | +5.7% |
| 3M | -17.5% | +7.6% | -25.1% | -19.1% |
| 6M | -14.6% | +5.3% | -19.9% | -16.1% |
| YTD | -62.3% | +8.6% | -70.9% | -63.3% |
| 1Y | -59.6% | +15.6% | -75.2% | -61.3% |
| 3Y | -45.3% | -35.2% | -10.1% | -42.7% |
| All | -45.3% | -34.9% | -10.4% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling