+2,054.3%
FLUT vs STZ
+1,205.2%
+849.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -1.6% | -1.9% | +0.3% | -1.5% |
| 30D | +7.7% | -1.9% | +9.6% | +8.0% |
| 3M | -0.7% | -6.2% | +5.5% | -0.1% |
| 6M | -11.2% | -14.0% | +2.9% | -10.1% |
| YTD | -53.4% | -5.1% | -48.3% | -53.3% |
| 1Y | -65.8% | -9.6% | -56.2% | -65.5% |
| 3Y | -44.9% | -47.2% | +2.3% | -42.4% |
| 5Y | -49.7% | -33.6% | -16.1% | -48.1% |
| 10Y | -9.7% | -9.8% | +0.1% | -8.8% |
| All | +2,054.3% | +1,205.2% | +849.1% | +1,805.3% |
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 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