+29.9%
ADP vs FLUT
-11.0%
+40.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.5% |
| 7D | -3.4% | -1.6% | -1.8% | -3.0% |
| 30D | +2.8% | +7.7% | -5.0% | +0.3% |
| 3M | +20.9% | -0.7% | +21.6% | +20.4% |
| 6M | +29.9% | -11.2% | +41.0% | +31.0% |
| All | +29.9% | -11.0% | +40.9% | +31.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling