+17.2%
ABNB vs FLUT
-49.5%
+66.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.5% | -2.4% |
| 7D | -7.4% | -2.6% | -4.8% | -6.7% |
| 30D | -8.2% | +5.4% | -13.5% | -9.8% |
| 3M | +29.1% | -10.8% | +39.9% | +32.4% |
| 6M | +26.6% | -9.2% | +35.8% | +28.4% |
| YTD | +25.0% | -53.8% | +78.8% | +55.2% |
| 1Y | +37.0% | -66.0% | +103.0% | +86.0% |
| 3Y | +16.3% | -44.7% | +61.0% | +31.1% |
| 5Y | +2.2% | -50.6% | +52.8% | +3.9% |
| All | +17.2% | -49.5% | +66.8% | +26.0% |
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