+542.3%
CMCSA vs FLUT
+2,054.3%
-1,512.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | -2.1% | -1.6% | -0.5% | -2.0% |
| 30D | +7.0% | +7.7% | -0.7% | +6.6% |
| 3M | +15.1% | -0.7% | +15.8% | +15.0% |
| 6M | -15.4% | -11.2% | -4.2% | -15.1% |
| YTD | -1.9% | -53.4% | +51.5% | +1.5% |
| 1Y | -12.7% | -65.8% | +53.0% | -8.4% |
| 3Y | -31.0% | -44.9% | +13.9% | -29.6% |
| 5Y | -46.1% | -49.7% | +3.6% | -45.5% |
| 10Y | +10.8% | -9.7% | +20.6% | +9.1% |
| All | +542.3% | +2,054.3% | -1,512.0% | +504.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling