+6.4%
CMCSA vs FLUT
-25.6%
+32.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.3% | +0.9% |
| 7D | +4.6% | -1.5% | +6.0% | +4.7% |
| 30D | +19.8% | +3.4% | +16.4% | +19.4% |
| 3M | -0.3% | -12.5% | +12.2% | +0.7% |
| 6M | +0.3% | -18.5% | +18.8% | +1.7% |
| YTD | -6.9% | -61.6% | +54.7% | -0.1% |
| 1Y | +2.6% | -64.1% | +66.7% | +10.5% |
| 3Y | -29.0% | -44.5% | +15.4% | -26.6% |
| 5Y | -42.0% | -51.3% | +9.3% | -40.8% |
| 10Y | +6.4% | -25.6% | +32.0% | +7.1% |
| All | +6.4% | -25.6% | +32.0% | +7.1% |
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