+1,664.3%
FLUT vs UL
+548.9%
+1,115.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.3% |
| 7D | -6.5% | +0.3% | -6.7% | -6.5% |
| 30D | +2.8% | +7.0% | -4.2% | +2.0% |
| 3M | -13.5% | +5.8% | -19.3% | -14.0% |
| 6M | -19.0% | +16.1% | -35.1% | -20.2% |
| YTD | -61.9% | +4.5% | -66.4% | -62.2% |
| 1Y | -63.2% | -1.3% | -62.0% | -63.3% |
| 3Y | -46.0% | +35.0% | -81.0% | -48.1% |
| 5Y | -51.8% | +31.9% | -83.7% | -53.7% |
| 10Y | -26.1% | +99.3% | -125.3% | -31.0% |
| All | +1,664.3% | +548.9% | +1,115.5% | +1,429.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling