+1,528.2%
COP vs FLUT
+2,054.3%
-526.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.0% |
| 7D | +3.0% | -1.6% | +4.6% | +3.1% |
| 30D | +17.5% | +7.7% | +9.7% | +17.0% |
| 3M | +13.4% | -0.7% | +14.1% | +13.2% |
| 6M | +17.7% | -11.2% | +28.9% | +18.1% |
| YTD | +46.6% | -53.4% | +100.0% | +51.7% |
| 1Y | +44.6% | -65.8% | +110.4% | +51.8% |
| 3Y | +20.7% | -44.9% | +65.6% | +23.2% |
| 5Y | +185.0% | -49.7% | +234.7% | +188.1% |
| 10Y | +347.0% | -9.7% | +356.7% | +339.3% |
| All | +1,528.2% | +2,054.3% | -526.1% | +1,364.9% |
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