+1,821.8%
ADP vs FLUT
+1,658.1%
+163.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.2% |
| 7D | +3.2% | -1.1% | +4.3% | +3.3% |
| 30D | +14.9% | +7.7% | +7.2% | +14.4% |
| 3M | +11.6% | -12.2% | +23.8% | +12.2% |
| 6M | +48.5% | -17.6% | +66.0% | +49.6% |
| YTD | +20.6% | -62.0% | +82.6% | +25.4% |
| 1Y | +23.7% | -62.3% | +86.0% | +28.6% |
| 3Y | +47.8% | -52.0% | +99.7% | +51.7% |
| 5Y | +47.7% | -51.8% | +99.5% | +50.1% |
| 10Y | +324.0% | -26.3% | +350.3% | +324.4% |
| All | +1,821.8% | +1,658.1% | +163.7% | +1,727.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling