+200.4%
B vs FLUT
-44.8%
+245.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.2% |
| 7D | -1.6% | -1.6% | 0.0% | -1.6% |
| 30D | +9.4% | +7.7% | +1.7% | +9.4% |
| 3M | +5.0% | -0.7% | +5.7% | +4.7% |
| 6M | -3.5% | -11.2% | +7.6% | -3.4% |
| YTD | +4.5% | -53.4% | +57.9% | +9.8% |
| 1Y | +67.8% | -65.8% | +133.5% | +80.2% |
| All | +200.4% | -44.8% | +245.2% | +214.8% |
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 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