+82.2%
UBER vs FLUT
+21.5%
+60.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.3% |
| 7D | -3.9% | -1.6% | -2.2% | -3.5% |
| 30D | +11.1% | +7.7% | +3.4% | +9.0% |
| 3M | +4.9% | -0.7% | +5.6% | +4.6% |
| 6M | -1.2% | -11.2% | +10.0% | +0.9% |
| YTD | -7.3% | -53.4% | +46.2% | +9.7% |
| 1Y | -17.6% | -65.8% | +48.1% | +4.3% |
| 3Y | +61.1% | -44.9% | +106.0% | +77.7% |
| 5Y | +87.9% | -49.7% | +137.6% | +98.5% |
| All | +82.2% | +21.5% | +60.8% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling