-44.6%
FLUT vs WY
-25.0%
-19.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.2% |
| 7D | -3.6% | -3.7% | +0.1% | -2.4% |
| 30D | -0.3% | -11.3% | +11.0% | +3.7% |
| 3M | -12.6% | -8.1% | -4.5% | -10.3% |
| 6M | -8.0% | -7.4% | -0.6% | -6.2% |
| YTD | -54.1% | -4.7% | -49.4% | -53.9% |
| 1Y | -66.1% | -9.2% | -56.9% | -65.4% |
| All | -44.6% | -25.0% | -19.6% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling