+98.1%
AGG vs FLUT
+1,791.2%
-1,693.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | +0.1% | +3.8% | -3.7% | +0.1% |
| 30D | -0.4% | +6.3% | -6.7% | -0.4% |
| 3M | -0.3% | -4.0% | +3.8% | -0.3% |
| 6M | -1.2% | -10.3% | +9.1% | -1.2% |
| YTD | -0.4% | -53.2% | +52.8% | -0.4% |
| 1Y | +0.4% | -65.0% | +65.4% | +0.3% |
| 3Y | +13.4% | -43.9% | +57.3% | +13.4% |
| 5Y | -1.4% | -49.2% | +47.8% | -1.5% |
| 10Y | +14.8% | -9.2% | +24.0% | +15.3% |
| All | +98.1% | +1,791.2% | -1,693.1% | +102.7% |
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