+150.3%
CI vs FLUT
-25.6%
+175.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.5% |
| 7D | +2.6% | -1.5% | +4.1% | +2.7% |
| 30D | +7.3% | +3.4% | +3.9% | +7.1% |
| 3M | +9.5% | -12.5% | +22.0% | +10.1% |
| 6M | +6.4% | -18.5% | +24.9% | +7.3% |
| YTD | +12.0% | -61.6% | +73.6% | +17.0% |
| 1Y | +20.1% | -64.1% | +84.2% | +25.8% |
| 3Y | +9.6% | -44.5% | +54.0% | +11.0% |
| 5Y | +52.7% | -51.3% | +104.0% | +53.5% |
| 10Y | +150.3% | -25.6% | +175.8% | +139.6% |
| All | +150.3% | -25.6% | +175.8% | +139.6% |
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