+105.5%
B vs FLUT
-52.1%
+157.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.6% |
| 7D | -7.3% | -0.7% | -6.6% | -7.3% |
| 30D | -3.3% | +9.3% | -12.6% | -4.0% |
| 3M | -7.8% | -17.5% | +9.7% | -6.8% |
| 6M | -15.5% | -14.6% | -0.9% | -15.3% |
| YTD | -12.3% | -62.3% | +50.0% | -5.1% |
| 1Y | +5.4% | -59.6% | +65.0% | +13.1% |
| 3Y | +165.5% | -45.3% | +210.8% | +170.9% |
| All | +105.5% | -52.1% | +157.6% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling