+1,664.3%
FLUT vs STZ
+1,393.5%
+270.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | +0.1% |
| 7D | -6.5% | +3.4% | -9.9% | -6.8% |
| 30D | +2.8% | +19.6% | -16.8% | +1.1% |
| 3M | -13.5% | +8.0% | -21.5% | -14.1% |
| 6M | -19.0% | -0.3% | -18.7% | -19.0% |
| YTD | -61.9% | +8.6% | -70.4% | -62.2% |
| 1Y | -63.2% | +17.3% | -80.6% | -63.8% |
| 3Y | -46.0% | -34.7% | -11.3% | -44.6% |
| 5Y | -51.8% | -27.6% | -24.2% | -50.7% |
| 10Y | -26.1% | +11.8% | -37.8% | -26.4% |
| All | +1,664.3% | +1,393.5% | +270.9% | +1,440.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling