+345.6%
AVGO vs FLUT
-42.5%
+388.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.8% |
| 7D | -0.3% | +3.8% | -4.1% | -1.2% |
| 30D | -13.8% | +6.3% | -20.1% | -15.5% |
| 3M | -6.9% | -4.0% | -2.9% | -7.3% |
| 6M | +11.9% | -10.3% | +22.2% | +13.1% |
| YTD | +6.9% | -53.2% | +60.1% | +32.6% |
| 1Y | +7.4% | -65.0% | +72.4% | +46.6% |
| 3Y | +345.6% | -43.9% | +389.5% | +416.3% |
| All | +345.6% | -42.5% | +388.1% | +416.3% |
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