-26.8%
FLUT vs UL
+109.3%
-136.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | -0.7% | +1.1% | -1.8% | -0.9% |
| 30D | +9.3% | +4.5% | +4.7% | +8.4% |
| 3M | -17.5% | +6.5% | -24.0% | -18.4% |
| 6M | -14.6% | +18.2% | -32.8% | -17.0% |
| YTD | -62.3% | +4.7% | -67.0% | -62.8% |
| 1Y | -59.6% | +0.8% | -60.4% | -60.0% |
| 3Y | -45.3% | +35.9% | -81.2% | -49.2% |
| 5Y | -50.4% | +33.4% | -83.8% | -54.3% |
| All | -26.8% | +109.3% | -136.1% | -37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling