-6.5%
IR vs FLUT
-66.0%
+59.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | +0.6% | +3.8% | -3.2% | +0.5% |
| 30D | -13.6% | +6.3% | -19.9% | -13.8% |
| 3M | +3.7% | -4.0% | +7.7% | +3.7% |
| 6M | -13.1% | -10.3% | -2.8% | -12.7% |
| YTD | -5.1% | -53.2% | +48.1% | +3.3% |
| 1Y | -6.5% | -65.0% | +58.6% | +5.1% |
| All | -6.5% | -66.0% | +59.5% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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