+209.7%
ABT vs FLUT
-10.4%
+220.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -4.7% | -2.6% | -2.1% | -4.6% |
| 30D | -3.1% | +5.4% | -8.5% | -3.5% |
| 3M | +16.1% | -10.8% | +26.9% | +16.7% |
| 6M | -5.3% | -9.2% | +3.9% | -5.1% |
| YTD | -14.4% | -53.8% | +39.4% | -11.4% |
| 1Y | -18.4% | -66.0% | +47.6% | -14.2% |
| 3Y | +11.2% | -44.7% | +55.9% | +12.9% |
| 5Y | -9.4% | -50.6% | +41.2% | -9.8% |
| 10Y | +209.7% | -10.4% | +220.2% | +212.7% |
| All | +209.7% | -10.4% | +220.2% | +212.7% |
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 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