-45.0%
CMCSA vs FLUT
-50.1%
+5.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +0.1% | +3.8% | -3.7% | -0.3% |
| 30D | +3.8% | +6.3% | -2.5% | +3.0% |
| 3M | +12.3% | -4.0% | +16.4% | +12.6% |
| 6M | -15.4% | -10.3% | -5.1% | -14.8% |
| YTD | -2.5% | -53.2% | +50.7% | +5.8% |
| 1Y | -13.4% | -65.0% | +51.7% | -2.8% |
| 3Y | -30.4% | -43.9% | +13.5% | -27.5% |
| 5Y | -45.0% | -49.2% | +4.2% | -43.0% |
| All | -45.0% | -50.1% | +5.1% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling