+315.3%
B vs FLUT
+2,054.3%
-1,739.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.3% |
| 3M | +5.0% | -0.7% | +5.7% | +4.9% |
| 6M | -3.5% | -11.2% | +7.6% | -3.5% |
| YTD | +4.5% | -53.4% | +57.9% | +6.3% |
| 1Y | +67.8% | -65.8% | +133.5% | +72.0% |
| 3Y | +196.7% | -44.9% | +241.6% | +199.7% |
| 5Y | +151.9% | -49.7% | +201.6% | +152.8% |
| 10Y | +202.2% | -9.7% | +211.9% | +202.7% |
| All | +315.3% | +2,054.3% | -1,739.0% | +325.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling