+2,054.3%
FLUT vs UL
+525.4%
+1,528.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.6% | -1.3% | -0.3% | -1.5% |
| 30D | +7.7% | +0.5% | +7.3% | +7.7% |
| 3M | -0.7% | +17.6% | -18.3% | -2.3% |
| 6M | -11.2% | -5.4% | -5.8% | -10.8% |
| YTD | -53.4% | +0.7% | -54.1% | -53.6% |
| 1Y | -65.8% | -9.3% | -56.5% | -65.6% |
| 3Y | -44.9% | +24.5% | -69.5% | -46.6% |
| 5Y | -49.7% | +23.2% | -72.9% | -51.4% |
| 10Y | -9.7% | +64.5% | -74.2% | -14.7% |
| All | +2,054.3% | +525.4% | +1,528.9% | +1,775.4% |
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 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