-44.3%
FLUT vs TRU
-2.1%
-42.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -2.6% | -6.5% | +3.9% | -0.3% |
| 30D | +5.4% | -2.5% | +7.9% | +6.3% |
| 3M | -10.8% | +10.4% | -21.1% | -13.9% |
| 6M | -9.2% | +1.6% | -10.9% | -10.2% |
| YTD | -53.8% | -9.7% | -44.1% | -52.7% |
| 1Y | -66.0% | -17.3% | -48.7% | -64.3% |
| All | -44.3% | -2.1% | -42.1% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling