+1,658.1%
FLUT vs STZ
+1,357.1%
+301.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.4% |
| 7D | -1.1% | +4.9% | -6.0% | -1.5% |
| 30D | +7.7% | +20.9% | -13.2% | +5.9% |
| 3M | -12.2% | +8.0% | -20.1% | -12.8% |
| 6M | -17.6% | -5.3% | -12.3% | -17.3% |
| YTD | -62.0% | +5.9% | -67.9% | -62.3% |
| 1Y | -62.3% | +14.2% | -76.5% | -62.8% |
| 3Y | -52.0% | -37.0% | -15.0% | -50.5% |
| 5Y | -51.8% | -29.7% | -22.1% | -50.6% |
| 10Y | -26.3% | +5.2% | -31.5% | -26.4% |
| All | +1,658.1% | +1,357.1% | +301.0% | +1,438.8% |
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