+129.2%
ADBE vs FLUT
-22.9%
+152.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | -0.2% |
| 7D | -4.4% | +4.5% | -8.9% | -5.0% |
| 30D | -0.2% | +9.2% | -9.4% | -1.6% |
| 3M | -9.9% | -13.7% | +3.8% | -8.2% |
| 6M | -3.5% | -9.0% | +5.5% | -2.6% |
| YTD | -32.1% | -60.2% | +28.1% | -23.7% |
| 1Y | -28.7% | -63.1% | +34.4% | -19.2% |
| 3Y | -60.2% | -42.5% | -17.8% | -57.6% |
| 5Y | -63.1% | -47.6% | -15.5% | -61.6% |
| 10Y | +129.2% | -22.9% | +152.1% | +146.8% |
| All | +129.2% | -22.9% | +152.1% | +146.8% |
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