-43.9%
FLUT vs WU
-27.2%
-16.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.0% |
| 7D | +3.8% | -0.8% | +4.7% | +4.0% |
| 30D | +6.3% | -1.1% | +7.4% | +6.6% |
| 3M | -4.0% | -1.8% | -2.2% | -4.4% |
| 6M | -10.3% | -23.9% | +13.6% | -6.4% |
| YTD | -53.2% | -20.4% | -32.8% | -51.5% |
| 1Y | -65.0% | -10.6% | -54.5% | -64.5% |
| 3Y | -43.9% | -27.7% | -16.2% | -42.9% |
| All | -43.9% | -27.2% | -16.7% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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