+398.1%
COR vs FLUT
-9.2%
+407.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.9% |
| 7D | -1.9% | +3.8% | -5.7% | -1.9% |
| 30D | +1.5% | +6.3% | -4.8% | +1.5% |
| 3M | +18.7% | -4.0% | +22.7% | +18.7% |
| 6M | -9.0% | -10.3% | +1.3% | -9.1% |
| YTD | -3.3% | -53.2% | +49.9% | -3.8% |
| 1Y | +9.8% | -65.0% | +74.9% | +9.2% |
| 3Y | +87.4% | -43.9% | +131.3% | +86.0% |
| 5Y | +180.5% | -49.2% | +229.8% | +174.7% |
| 10Y | +398.1% | -9.2% | +407.3% | +407.7% |
| All | +398.1% | -9.2% | +407.3% | +407.7% |
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