+20.5%
ADP vs FLUT
-63.1%
+83.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.9% | +3.1% |
| 7D | +6.4% | +4.2% | +2.2% | +5.3% |
| 30D | +16.6% | +8.0% | +8.6% | +14.5% |
| 3M | +12.9% | -22.1% | +35.0% | +18.2% |
| 6M | +45.7% | -21.7% | +67.4% | +51.4% |
| YTD | +20.6% | -62.0% | +82.6% | +34.3% |
| 1Y | +20.5% | -63.2% | +83.7% | +34.3% |
| All | +20.5% | -63.1% | +83.6% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling