-1.8%
AGG vs FLUT
-51.5%
+49.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | -0.2% |
| 7D | -0.2% | -2.6% | +2.4% | -0.1% |
| 30D | -0.2% | +5.4% | -5.6% | -0.3% |
| 3M | -0.7% | -10.8% | +10.1% | -0.6% |
| 6M | -1.8% | -9.2% | +7.5% | -1.7% |
| YTD | -0.6% | -53.8% | +53.2% | +0.4% |
| 1Y | +0.4% | -66.0% | +66.3% | +1.8% |
| 3Y | +13.2% | -44.7% | +57.8% | +13.5% |
| All | -1.8% | -51.5% | +49.8% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling