+180.4%
B vs FLUT
-45.0%
+225.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.4% |
| 3M | -2.5% | -12.5% | +9.9% | -2.4% |
| 6M | -7.2% | -18.5% | +11.2% | -7.4% |
| YTD | -7.4% | -61.6% | +54.3% | -2.0% |
| 1Y | +16.4% | -64.1% | +80.5% | +23.9% |
| All | +180.4% | -45.0% | +225.4% | +189.5% |
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 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