+148.0%
ADBE vs FLUT
-11.0%
+159.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | -12.9% | -3.6% | -9.3% | -12.4% |
| 30D | -5.6% | -0.3% | -5.3% | -5.7% |
| 3M | +6.6% | -12.6% | +19.2% | +8.4% |
| 6M | -9.6% | -8.0% | -1.6% | -8.9% |
| YTD | -28.9% | -54.1% | +25.2% | -21.6% |
| 1Y | -28.9% | -66.1% | +37.2% | -18.7% |
| 3Y | -55.6% | -45.0% | -10.6% | -52.7% |
| 5Y | -62.2% | -51.2% | -11.0% | -61.3% |
| All | +148.0% | -11.0% | +159.0% | +161.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling