+11.9%
COST vs FLUT
-63.1%
+75.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +2.8% |
| 7D | +6.6% | +4.2% | +2.5% | +6.5% |
| 30D | +13.5% | +8.0% | +5.5% | +13.3% |
| 3M | +10.6% | -22.1% | +32.6% | +11.1% |
| 6M | +3.6% | -21.7% | +25.3% | +4.0% |
| YTD | +22.1% | -62.0% | +84.0% | +19.4% |
| 1Y | +11.9% | -63.2% | +75.1% | +9.5% |
| All | +11.9% | -63.1% | +75.0% | +9.5% |
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 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