+1,326.9%
AAPL vs FLUT
-22.9%
+1,349.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | +1.6% |
| 7D | +1.8% | +4.5% | -2.8% | +1.2% |
| 30D | +4.3% | +9.2% | -4.9% | +3.2% |
| 3M | +16.6% | -13.7% | +30.3% | +18.1% |
| 6M | +21.6% | -9.0% | +30.6% | +21.9% |
| YTD | +31.2% | -60.2% | +91.4% | +44.3% |
| 1Y | +29.6% | -63.1% | +92.7% | +43.5% |
| 3Y | +93.1% | -42.5% | +135.6% | +101.4% |
| 5Y | +146.2% | -47.6% | +193.8% | +150.8% |
| 10Y | +1,326.9% | -22.9% | +1,349.8% | +1,373.2% |
| All | +1,326.9% | -22.9% | +1,349.8% | +1,373.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling