-63.2%
FLUT vs WY
+0.3%
-63.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.6% | -8.0% | -4.5% |
| 7D | +4.2% | +13.3% | -9.2% | -0.6% |
| 30D | +8.0% | +17.6% | -9.6% | +1.9% |
| 3M | -22.1% | -15.0% | -7.1% | -20.1% |
| 6M | -21.7% | -5.9% | -15.8% | -22.0% |
| YTD | -62.0% | -5.7% | -56.2% | -62.8% |
| 1Y | -63.2% | -0.2% | -63.0% | -64.9% |
| All | -63.2% | +0.3% | -63.5% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling