+4.6%
CMCSA vs FLUT
-10.4%
+15.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.4% | -5.2% | -6.5% |
| 7D | -8.3% | -2.6% | -5.7% | -8.1% |
| 30D | -2.4% | +5.4% | -7.8% | -2.9% |
| 3M | +4.5% | -10.8% | +15.3% | +5.3% |
| 6M | -18.8% | -9.2% | -9.6% | -18.4% |
| YTD | -8.9% | -53.8% | +44.9% | -3.7% |
| 1Y | -18.3% | -66.0% | +47.7% | -11.6% |
| 3Y | -35.0% | -44.7% | +9.7% | -32.9% |
| 5Y | -48.2% | -50.6% | +2.4% | -47.6% |
| 10Y | +4.6% | -10.4% | +15.0% | +3.4% |
| All | +4.6% | -10.4% | +15.0% | +3.4% |
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