+300.3%
CME vs FLUT
-26.1%
+326.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | 0.0% |
| 7D | +2.7% | -1.2% | +3.9% | +2.7% |
| 30D | +13.5% | +5.0% | +8.5% | +13.4% |
| 3M | +20.9% | -16.4% | +37.3% | +21.2% |
| 6M | +11.5% | -14.6% | +26.1% | +11.7% |
| YTD | +19.5% | -61.9% | +81.3% | +21.6% |
| 1Y | +17.2% | -65.0% | +82.3% | +19.5% |
| 3Y | +65.1% | -44.8% | +110.0% | +65.1% |
| 5Y | +73.1% | -49.9% | +123.0% | +71.5% |
| All | +300.3% | -26.1% | +326.3% | +288.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling