-25.7%
SPOT vs FLUT
-65.9%
+40.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.8% |
| 7D | -6.5% | -2.6% | -3.9% | -6.0% |
| 30D | +2.2% | +5.4% | -3.2% | +1.2% |
| 3M | +5.4% | -10.8% | +16.2% | +6.7% |
| 6M | -4.0% | -9.2% | +5.2% | -3.6% |
| YTD | -9.9% | -53.8% | +43.9% | -2.2% |
| All | -25.7% | -65.9% | +40.2% | -14.9% |
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