-28.0%
CMCSA vs FLUT
-46.0%
+18.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +2.7% | -6.5% | +9.1% | +3.5% |
| 30D | +18.6% | +2.8% | +15.9% | +18.2% |
| 3M | -1.8% | -13.5% | +11.6% | -0.4% |
| 6M | -0.7% | -19.0% | +18.3% | +1.3% |
| YTD | -7.8% | -61.9% | +54.1% | +1.2% |
| 1Y | +0.7% | -63.2% | +64.0% | +10.7% |
| 3Y | -28.0% | -46.0% | +18.1% | -22.1% |
| All | -28.0% | -46.0% | +18.0% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling