+510.7%
CMCSA vs FLUT
+1,663.9%
-1,153.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.7% |
| 7D | -0.6% | -1.2% | +0.6% | -0.5% |
| 30D | +18.8% | +5.0% | +13.8% | +18.4% |
| 3M | -1.1% | -16.4% | +15.3% | -0.3% |
| 6M | +2.5% | -14.6% | +17.1% | +3.2% |
| YTD | -6.7% | -61.9% | +55.2% | -2.5% |
| 1Y | 0.0% | -65.0% | +65.0% | +4.8% |
| 3Y | -28.9% | -44.8% | +15.9% | -27.3% |
| 5Y | -41.1% | -49.9% | +8.8% | -40.2% |
| 10Y | +4.5% | -26.1% | +30.5% | +3.9% |
| All | +510.7% | +1,663.9% | -1,153.3% | +480.4% |
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