-44.5%
FLUT vs USFR
+14.4%
-58.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.5% |
| 7D | -1.5% | +0.1% | -1.5% | -1.8% |
| 30D | +3.4% | +0.4% | +3.0% | +1.7% |
| 3M | -12.5% | +1.1% | -13.5% | -16.5% |
| 6M | -18.5% | +2.1% | -20.5% | -25.2% |
| YTD | -61.6% | +3.4% | -65.1% | -66.0% |
| 1Y | -64.1% | +4.1% | -68.2% | -68.9% |
| 3Y | -44.5% | +14.4% | -58.9% | -55.3% |
| All | -44.5% | +14.4% | -58.8% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling