+130.7%
C vs FLUT
-50.4%
+181.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.1% |
| 7D | +3.6% | -1.6% | +5.3% | +3.9% |
| 30D | +0.1% | +7.7% | -7.7% | -1.7% |
| 3M | +2.4% | -0.7% | +3.1% | +1.6% |
| 6M | +24.9% | -11.2% | +36.1% | +26.4% |
| YTD | +19.8% | -53.4% | +73.3% | +38.1% |
| 1Y | +44.9% | -65.8% | +110.6% | +76.8% |
| 3Y | +263.0% | -44.9% | +307.9% | +299.4% |
| All | +130.7% | -50.4% | +181.0% | +142.0% |
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