-66.1%
FLUT vs TRU
-17.6%
-48.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -3.6% | -9.4% | +5.8% | +0.7% |
| 30D | -0.3% | -4.1% | +3.8% | +1.4% |
| 3M | -12.6% | +13.6% | -26.2% | -17.1% |
| 6M | -8.0% | +3.6% | -11.6% | -10.4% |
| YTD | -54.1% | -9.8% | -44.3% | -53.3% |
| 1Y | -66.1% | -13.6% | -52.5% | -65.3% |
| All | -66.1% | -17.6% | -48.5% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling