+2,840.8%
COR vs FLUT
+1,658.1%
+1,182.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.8% |
| 7D | +0.8% | -1.1% | +1.9% | +0.8% |
| 30D | +5.1% | +7.7% | -2.6% | +5.1% |
| 3M | +2.8% | -12.2% | +15.0% | +2.9% |
| 6M | +32.5% | -17.6% | +50.1% | +32.7% |
| YTD | -0.7% | -62.0% | +61.4% | -0.1% |
| 1Y | -6.7% | -62.3% | +55.6% | -6.2% |
| 3Y | +73.7% | -52.0% | +125.7% | +73.9% |
| 5Y | +177.9% | -51.8% | +229.6% | +176.9% |
| 10Y | +533.8% | -26.3% | +560.1% | +528.5% |
| All | +2,840.8% | +1,658.1% | +1,182.7% | +2,647.4% |
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