+421.5%
CARR vs FLUT
+24.4%
+397.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.1% |
| 7D | -3.8% | +0.4% | -4.2% | -3.8% |
| 30D | -8.9% | +2.5% | -11.4% | -9.5% |
| 3M | -17.3% | -9.2% | -8.1% | -16.5% |
| 6M | -1.4% | -8.2% | +6.8% | -1.2% |
| YTD | +10.0% | -53.2% | +63.2% | +25.2% |
| 1Y | -6.4% | -65.6% | +59.2% | +12.9% |
| 3Y | +1.5% | -43.6% | +45.1% | +8.8% |
| 5Y | +9.3% | -50.3% | +59.6% | +15.7% |
| All | +421.5% | +24.4% | +397.1% | +297.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling