-22.1%
C vs FLUT
+1,663.9%
-1,686.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.1% |
| 7D | +4.7% | -1.2% | +5.9% | +4.8% |
| 30D | +0.2% | +5.0% | -4.8% | -0.2% |
| 3M | -9.3% | -16.4% | +7.1% | -8.5% |
| 6M | -0.8% | -14.6% | +13.7% | -0.3% |
| YTD | +8.5% | -61.9% | +70.4% | +14.1% |
| 1Y | +23.1% | -65.0% | +88.1% | +30.0% |
| 3Y | +220.8% | -44.8% | +265.6% | +231.5% |
| 5Y | +112.4% | -49.9% | +162.3% | +118.1% |
| 10Y | +217.9% | -26.1% | +244.0% | +222.5% |
| All | -22.1% | +1,663.9% | -1,686.0% | -21.7% |
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