+157.6%
B vs FLUT
-50.4%
+208.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.1% |
| 7D | -1.6% | -1.6% | 0.0% | -1.5% |
| 30D | +9.4% | +7.7% | +1.7% | +9.0% |
| 3M | +5.0% | -0.7% | +5.7% | +4.6% |
| 6M | -3.5% | -11.2% | +7.6% | -3.2% |
| YTD | +4.5% | -53.4% | +57.9% | +11.1% |
| 1Y | +67.8% | -65.8% | +133.5% | +83.4% |
| 3Y | +196.7% | -44.9% | +241.6% | +205.5% |
| All | +157.6% | -50.4% | +208.0% | +141.1% |
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 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