+276.4%
B vs FLUT
+1,658.1%
-1,381.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.6% |
| 7D | +9.6% | -1.1% | +10.7% | +9.6% |
| 30D | +3.5% | +7.7% | -4.2% | +3.3% |
| 3M | -1.6% | -12.2% | +10.6% | -1.4% |
| 6M | -1.7% | -17.6% | +15.9% | -1.5% |
| YTD | -5.3% | -62.0% | +56.7% | -3.3% |
| 1Y | +27.2% | -62.3% | +89.5% | +29.9% |
| 3Y | +166.1% | -52.0% | +218.1% | +169.5% |
| 5Y | +136.5% | -51.8% | +188.3% | +138.0% |
| 10Y | +172.2% | -26.3% | +198.5% | +173.8% |
| All | +276.4% | +1,658.1% | -1,381.7% | +287.4% |
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