-1.4%
TEAM vs FLUT
-63.2%
+61.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.0% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | -26.7% | +9.3% | -36.0% | -30.5% |
| 3M | -9.6% | -17.5% | +7.9% | -2.3% |
| 6M | +86.0% | -14.6% | +100.7% | +95.7% |
| YTD | -7.5% | -62.3% | +54.8% | +28.6% |
| 1Y | -1.4% | -59.6% | +58.3% | +33.7% |
| All | -1.4% | -63.2% | +61.9% | +33.7% |
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