+1,663.9%
FLUT vs UL
+543.2%
+1,120.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.2% |
| 7D | -1.2% | -2.5% | +1.3% | -0.9% |
| 30D | +5.0% | +5.7% | -0.7% | +4.4% |
| 3M | -16.4% | +7.0% | -23.4% | -17.0% |
| 6M | -14.6% | +16.1% | -30.6% | -15.9% |
| YTD | -61.9% | +3.6% | -65.5% | -62.2% |
| 1Y | -65.0% | -1.4% | -63.7% | -65.1% |
| 3Y | -44.8% | +34.1% | -78.9% | -46.9% |
| 5Y | -49.9% | +32.0% | -81.9% | -51.9% |
| 10Y | -26.1% | +104.7% | -130.8% | -31.1% |
| All | +1,663.9% | +543.2% | +1,120.7% | +1,430.9% |
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