+2,817.7%
COR vs FLUT
+2,054.3%
+763.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.8% |
| 7D | +2.8% | -1.6% | +4.4% | +2.8% |
| 30D | +4.5% | +7.7% | -3.2% | +4.5% |
| 3M | +22.7% | -0.7% | +23.4% | +22.6% |
| 6M | -9.7% | -11.2% | +1.4% | -9.7% |
| YTD | -1.4% | -53.4% | +52.0% | -1.0% |
| 1Y | +13.9% | -65.8% | +79.7% | +14.7% |
| 3Y | +94.0% | -44.9% | +138.9% | +94.0% |
| 5Y | +184.0% | -49.7% | +233.7% | +182.9% |
| 10Y | +406.8% | -9.7% | +416.5% | +401.8% |
| All | +2,817.7% | +2,054.3% | +763.5% | +2,621.5% |
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