+25.7%
COP vs FLUT
-52.0%
+77.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | -11.5% | -1.1% | -10.5% | -11.5% |
| 30D | +5.0% | +7.7% | -2.8% | +4.3% |
| 3M | +17.5% | -12.2% | +29.6% | +18.3% |
| 6M | +16.2% | -17.6% | +33.8% | +17.3% |
| YTD | +48.8% | -62.0% | +110.8% | +63.4% |
| 1Y | +64.1% | -62.3% | +126.4% | +79.8% |
| 3Y | +25.7% | -52.0% | +77.6% | +37.6% |
| All | +25.7% | -52.0% | +77.6% | +37.6% |
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