-49.2%
FLUT vs UL
+22.5%
-71.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | +3.8% | -1.3% | +5.1% | +4.2% |
| 30D | +6.3% | +0.9% | +5.4% | +6.1% |
| 3M | -4.0% | +14.2% | -18.3% | -7.6% |
| 6M | -10.3% | -3.2% | -7.1% | -9.9% |
| YTD | -53.2% | -0.3% | -52.8% | -53.8% |
| 1Y | -65.0% | -8.8% | -56.3% | -64.5% |
| 3Y | -43.9% | +23.9% | -67.8% | -50.7% |
| 5Y | -49.2% | +21.4% | -70.6% | -57.6% |
| All | -49.2% | +22.5% | -71.7% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling