+475.2%
COR vs FLUT
-26.1%
+501.2%
-32.4%
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% | -0.1% |
| 7D | +2.9% | -1.2% | +4.1% | +2.9% |
| 30D | +5.8% | +5.0% | +0.8% | +5.8% |
| 3M | +11.4% | -16.4% | +27.8% | +11.4% |
| 6M | +34.5% | -14.6% | +49.0% | +34.5% |
| YTD | +4.1% | -61.9% | +65.9% | +3.5% |
| 1Y | -3.1% | -65.0% | +61.9% | -3.7% |
| 3Y | +80.9% | -44.8% | +125.7% | +79.4% |
| 5Y | +195.1% | -49.9% | +245.0% | +190.1% |
| All | +475.2% | -26.1% | +501.2% | +486.9% |
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 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