+85.0%
COR vs FLUT
-45.9%
+130.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +2.9% |
| 7D | +7.8% | -0.7% | +8.5% | +7.8% |
| 30D | +7.0% | +9.3% | -2.2% | +7.1% |
| 3M | +16.3% | -17.5% | +33.7% | +15.9% |
| 6M | +41.3% | -14.6% | +55.9% | +41.2% |
| YTD | +7.1% | -62.3% | +69.4% | +2.7% |
| 1Y | -0.8% | -59.6% | +58.8% | -4.6% |
| 3Y | +85.0% | -45.3% | +130.3% | +86.2% |
| All | +85.0% | -45.9% | +130.9% | +86.2% |
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