-18.3%
CMCSA vs FLUT
-65.6%
+47.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.8% |
| 3M | +4.5% | -10.8% | +15.3% | +4.7% |
| 6M | -18.8% | -9.2% | -9.6% | -18.6% |
| YTD | -8.9% | -53.8% | +44.9% | -7.1% |
| 1Y | -18.3% | -66.0% | +47.7% | -16.1% |
| All | -18.3% | -65.6% | +47.3% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling