-43.6%
FLUT vs TEVA
+280.8%
-324.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.7% |
| 7D | +0.4% | +2.0% | -1.6% | +0.3% |
| 30D | +2.5% | +1.0% | +1.6% | +2.4% |
| 3M | -9.2% | +7.3% | -16.6% | -9.9% |
| 6M | -8.2% | +21.7% | -30.0% | -10.4% |
| YTD | -53.2% | +18.8% | -72.1% | -54.3% |
| 1Y | -65.6% | +86.5% | -152.1% | -68.2% |
| 3Y | -43.6% | +269.4% | -313.0% | -58.6% |
| All | -43.6% | +280.8% | -324.4% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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