+29.2%
ABNB vs FLUT
-58.1%
+87.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | +11.9% | -1.5% | +13.4% | +12.3% |
| 30D | +12.7% | +3.4% | +9.3% | +11.3% |
| 3M | +1.2% | -12.5% | +13.7% | +4.4% |
| 6M | +32.1% | -18.5% | +50.6% | +37.8% |
| YTD | +37.7% | -61.6% | +99.3% | +79.8% |
| 1Y | +55.5% | -64.1% | +119.6% | +106.1% |
| 3Y | +58.2% | -44.5% | +102.7% | +77.3% |
| 5Y | -2.8% | -51.3% | +48.5% | +2.0% |
| All | +29.2% | -58.1% | +87.2% | +46.0% |
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