+140.4%
CI vs FLUT
-9.2%
+149.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -2.0% | +3.8% | -5.8% | -2.2% |
| 30D | -1.8% | +6.3% | -8.1% | -2.2% |
| 3M | -4.2% | -4.0% | -0.2% | -4.1% |
| 6M | +2.7% | -10.3% | +13.0% | +3.0% |
| YTD | +1.9% | -53.2% | +55.1% | +5.5% |
| 1Y | -6.3% | -65.0% | +58.8% | -1.7% |
| 3Y | +3.9% | -43.9% | +47.8% | +5.3% |
| 5Y | +41.9% | -49.2% | +91.1% | +42.2% |
| 10Y | +140.4% | -9.2% | +149.6% | +128.1% |
| All | +140.4% | -9.2% | +149.6% | +128.1% |
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