+29,187.3%
AVGO vs FLUT
+255.1%
+28,932.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.8% |
| 7D | 0.0% | -1.5% | +1.4% | +0.1% |
| 30D | -8.2% | +3.4% | -11.6% | -8.7% |
| 3M | -21.3% | -12.5% | -8.8% | -20.5% |
| 6M | -22.5% | -18.5% | -4.1% | -21.6% |
| YTD | -3.6% | -61.6% | +58.1% | +6.8% |
| 1Y | -6.7% | -64.1% | +57.4% | +4.1% |
| 3Y | +258.1% | -44.5% | +302.6% | +282.5% |
| 5Y | +560.9% | -51.3% | +612.2% | +596.3% |
| 10Y | +2,475.6% | -25.6% | +2,501.2% | +2,585.3% |
| All | +29,187.3% | +255.1% | +28,932.2% | +29,180.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling