+2,660.6%
AVGO vs FLUT
-26.8%
+2,687.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.0% | -3.7% | -4.6% |
| 7D | +18.2% | -0.7% | +18.9% | +18.2% |
| 30D | +0.2% | +9.3% | -9.0% | -1.4% |
| 3M | -16.8% | -17.5% | +0.7% | -14.9% |
| 6M | -16.5% | -14.6% | -1.8% | -15.8% |
| YTD | +0.8% | -62.3% | +63.1% | +16.5% |
| 1Y | +2.8% | -59.6% | +62.5% | +17.3% |
| 3Y | +278.5% | -45.3% | +323.8% | +314.0% |
| 5Y | +573.1% | -50.4% | +623.5% | +619.0% |
| All | +2,660.6% | -26.8% | +2,687.4% | +2,961.5% |
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