+244.4%
AVGO vs FLUT
-52.0%
+296.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.0% |
| 7D | -9.9% | -1.1% | -8.9% | -9.9% |
| 30D | -22.0% | +7.7% | -29.7% | -23.6% |
| 3M | -30.0% | -12.2% | -17.9% | -28.9% |
| 6M | -30.7% | -17.6% | -13.2% | -29.6% |
| YTD | -14.7% | -62.0% | +47.3% | +11.5% |
| 1Y | -16.8% | -62.3% | +45.5% | +8.4% |
| 3Y | +244.4% | -52.0% | +296.4% | +324.3% |
| All | +244.4% | -52.0% | +296.4% | +324.3% |
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