+486.6%
COR vs FLUT
-25.6%
+512.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.2% | +0.9% |
| 7D | +2.4% | -1.5% | +3.9% | +2.4% |
| 30D | +7.7% | +3.4% | +4.3% | +7.7% |
| 3M | +7.5% | -12.5% | +20.0% | +7.5% |
| 6M | +34.1% | -18.5% | +52.6% | +34.1% |
| YTD | +3.9% | -61.6% | +65.5% | +3.3% |
| 1Y | -3.6% | -64.1% | +60.5% | -4.2% |
| 3Y | +80.5% | -44.5% | +125.0% | +79.1% |
| 5Y | +194.9% | -51.3% | +246.1% | +189.6% |
| 10Y | +486.6% | -25.6% | +512.2% | +499.3% |
| All | +486.6% | -25.6% | +512.2% | +499.3% |
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