+313.7%
ADP vs FLUT
-26.1%
+339.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +1.1% | -6.5% | +7.6% | +1.7% |
| 30D | +11.5% | +2.8% | +8.7% | +11.2% |
| 3M | +12.0% | -13.5% | +25.5% | +13.3% |
| 6M | +43.8% | -19.0% | +62.8% | +46.1% |
| YTD | +20.1% | -61.9% | +81.9% | +28.7% |
| 1Y | +22.3% | -63.2% | +85.5% | +31.3% |
| 3Y | +43.3% | -46.0% | +89.3% | +49.0% |
| 5Y | +47.3% | -51.8% | +99.1% | +50.3% |
| 10Y | +313.7% | -26.1% | +339.8% | +325.2% |
| All | +313.7% | -26.1% | +339.8% | +325.2% |
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