+281.7%
CORZ vs FLUT
-58.8%
+340.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.0% |
| 7D | -7.8% | -1.5% | -6.3% | -7.4% |
| 30D | -14.8% | +3.4% | -18.2% | -16.3% |
| 3M | -32.5% | -12.5% | -20.0% | -30.4% |
| 6M | -42.7% | -18.5% | -24.3% | -40.8% |
| YTD | -9.8% | -61.6% | +51.8% | +34.4% |
| 1Y | -31.9% | -64.1% | +32.2% | +4.8% |
| All | +281.7% | -58.8% | +340.5% | +406.9% |
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