+2,856.4%
AVGO vs FLUT
-10.4%
+2,866.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -0.9% |
| 7D | -0.8% | -2.6% | +1.8% | -0.4% |
| 30D | -13.7% | +5.4% | -19.1% | -14.7% |
| 3M | -6.9% | -10.8% | +3.8% | -5.9% |
| 6M | +5.8% | -9.2% | +15.0% | +6.2% |
| YTD | +5.7% | -53.8% | +59.5% | +18.9% |
| 1Y | +9.0% | -66.0% | +75.0% | +29.1% |
| 3Y | +340.5% | -44.7% | +385.2% | +379.3% |
| 5Y | +711.1% | -50.6% | +761.6% | +752.6% |
| 10Y | +2,856.4% | -10.4% | +2,866.8% | +3,070.2% |
| All | +2,856.4% | -10.4% | +2,866.8% | +3,070.2% |
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 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