+18.2%
FLUT vs TRU
+228.6%
-210.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.2% |
| 7D | +3.8% | -7.2% | +11.0% | +5.6% |
| 30D | +6.3% | -2.8% | +9.1% | +7.0% |
| 3M | -4.0% | +13.0% | -17.1% | -6.6% |
| 6M | -10.3% | +0.7% | -11.0% | -10.6% |
| YTD | -53.2% | -9.0% | -44.2% | -52.5% |
| 1Y | -65.0% | -16.3% | -48.7% | -64.0% |
| 3Y | -43.9% | -1.1% | -42.8% | -45.2% |
| 5Y | -49.2% | -36.0% | -13.2% | -50.1% |
| 10Y | -9.2% | +139.9% | -149.1% | -8.8% |
| All | +18.2% | +228.6% | -210.4% | +19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling