+317.2%
ADP vs FLUT
-26.1%
+343.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +0.9% |
| 7D | +0.3% | -1.2% | +1.5% | +0.4% |
| 30D | +11.6% | +5.0% | +6.6% | +11.0% |
| 3M | +15.1% | -16.4% | +31.5% | +16.7% |
| 6M | +46.0% | -14.6% | +60.6% | +47.7% |
| YTD | +22.4% | -61.9% | +84.3% | +31.2% |
| 1Y | +24.5% | -65.0% | +89.5% | +34.1% |
| 3Y | +44.8% | -44.8% | +89.6% | +50.4% |
| 5Y | +49.1% | -49.9% | +99.0% | +52.0% |
| All | +317.2% | -26.1% | +343.3% | +328.4% |
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