+325.3%
ASX vs FLUT
-52.0%
+377.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.5% | +8.0% | +6.6% |
| 7D | -19.9% | -1.1% | -18.8% | -19.9% |
| 30D | -30.9% | +7.7% | -38.6% | -31.7% |
| 3M | -15.1% | -12.2% | -2.9% | -14.2% |
| 6M | -6.5% | -17.6% | +11.1% | -6.1% |
| YTD | +98.4% | -62.0% | +160.4% | +142.0% |
| 1Y | +107.9% | -62.3% | +170.1% | +152.7% |
| 3Y | +325.3% | -52.0% | +377.2% | +375.0% |
| All | +325.3% | -52.0% | +377.2% | +375.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling