+31,416.6%
AVGO vs FLUT
+330.9%
+31,085.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | -3.0% | -1.6% | -1.3% | -2.8% |
| 30D | -14.4% | +7.7% | -22.2% | -15.4% |
| 3M | -14.4% | -0.7% | -13.7% | -14.9% |
| 6M | +13.1% | -11.2% | +24.3% | +13.8% |
| YTD | +3.8% | -53.4% | +57.2% | +12.8% |
| 1Y | +17.8% | -65.8% | +83.5% | +32.6% |
| 3Y | +325.3% | -44.9% | +370.2% | +352.5% |
| 5Y | +689.9% | -49.7% | +739.6% | +721.1% |
| 10Y | +2,597.0% | -9.7% | +2,606.7% | +2,659.4% |
| All | +31,416.6% | +330.9% | +31,085.8% | +30,821.5% |
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 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