-3.6%
COST vs FLUT
-65.9%
+62.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -1.0% |
| 7D | -3.1% | -1.6% | -1.5% | -3.1% |
| 30D | -2.8% | +7.7% | -10.5% | -2.9% |
| 3M | -5.7% | -0.7% | -5.0% | -5.5% |
| 6M | -8.8% | -11.2% | +2.4% | -9.3% |
| YTD | +6.7% | -53.4% | +60.1% | +3.7% |
| 1Y | -3.6% | -65.8% | +62.1% | -8.8% |
| All | -3.6% | -65.9% | +62.3% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling