+228.0%
B vs FLUT
-25.6%
+253.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.6% | -6.7% | -6.1% |
| 7D | +7.1% | -1.5% | +8.6% | +7.2% |
| 30D | -3.3% | +3.4% | -6.8% | -3.6% |
| 3M | -2.5% | -12.5% | +9.9% | -1.9% |
| 6M | -7.2% | -18.5% | +11.2% | -6.6% |
| YTD | -7.4% | -61.6% | +54.3% | -1.4% |
| 1Y | +16.4% | -64.1% | +80.5% | +24.5% |
| 3Y | +178.7% | -44.5% | +223.2% | +184.8% |
| 5Y | +121.7% | -51.3% | +173.0% | +124.2% |
| All | +228.0% | -25.6% | +253.5% | +225.8% |
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 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