+506.6%
APP vs FLUT
-61.7%
+568.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.2% | -3.8% |
| 7D | +61.1% | -1.5% | +62.6% | +61.9% |
| 30D | +42.8% | +3.4% | +39.3% | +40.1% |
| 3M | +16.7% | -12.5% | +29.1% | +20.7% |
| 6M | -15.6% | -18.5% | +2.9% | -11.6% |
| YTD | -41.3% | -61.6% | +20.3% | -17.4% |
| 1Y | -39.3% | -64.1% | +24.8% | -12.6% |
| 3Y | +803.2% | -44.5% | +847.7% | +1,022.9% |
| 5Y | +313.2% | -51.3% | +364.4% | +377.1% |
| All | +506.6% | -61.7% | +568.4% | +608.0% |
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 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