+193.4%
B vs FLUT
-9.2%
+202.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.5% |
| 7D | +2.3% | +3.8% | -1.5% | +2.1% |
| 30D | +1.4% | +6.3% | -4.9% | +0.9% |
| 3M | +12.2% | -4.0% | +16.2% | +12.1% |
| 6M | -2.1% | -10.3% | +8.2% | -1.9% |
| YTD | +2.9% | -53.2% | +56.1% | +8.4% |
| 1Y | +55.3% | -65.0% | +120.3% | +67.2% |
| 3Y | +198.7% | -43.9% | +242.6% | +206.1% |
| 5Y | +153.8% | -49.2% | +203.0% | +155.9% |
| 10Y | +193.4% | -9.2% | +202.6% | +186.1% |
| All | +193.4% | -9.2% | +202.6% | +186.1% |
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