-63.2%
FLUT vs UL
+1.7%
-64.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -2.9% |
| 7D | +4.2% | +4.7% | -0.5% | +3.4% |
| 30D | +8.0% | +11.6% | -3.6% | +6.3% |
| 3M | -22.1% | +5.3% | -27.4% | -22.7% |
| 6M | -21.7% | +16.0% | -37.7% | -22.7% |
| YTD | -62.0% | +5.0% | -66.9% | -65.7% |
| 1Y | -63.2% | +1.1% | -64.3% | -66.3% |
| All | -63.2% | +1.7% | -64.8% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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