+105.9%
C vs FLUT
-50.5%
+156.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | -2.4% | -1.1% | -1.3% | -2.3% |
| 30D | -6.0% | +7.7% | -13.7% | -7.5% |
| 3M | -10.5% | -12.2% | +1.6% | -9.0% |
| 6M | -5.7% | -17.6% | +11.9% | -3.8% |
| YTD | +4.1% | -62.0% | +66.1% | +24.4% |
| 1Y | +20.5% | -62.3% | +82.7% | +43.7% |
| 3Y | +208.1% | -52.0% | +260.1% | +248.1% |
| All | +105.9% | -50.5% | +156.5% | +112.4% |
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 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