+142.2%
CI vs FLUT
-26.1%
+168.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | +0.1% | -6.5% | +6.6% | +0.5% |
| 30D | +4.7% | +2.8% | +1.9% | +4.5% |
| 3M | +5.2% | -13.5% | +18.7% | +5.9% |
| 6M | +3.8% | -19.0% | +22.8% | +4.7% |
| YTD | +9.2% | -61.9% | +71.1% | +14.2% |
| 1Y | +14.3% | -63.2% | +77.5% | +19.5% |
| 3Y | +8.4% | -46.0% | +54.5% | +10.0% |
| 5Y | +50.0% | -51.8% | +101.8% | +50.9% |
| 10Y | +142.2% | -26.1% | +168.2% | +132.0% |
| All | +142.2% | -26.1% | +168.2% | +132.0% |
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