+71.8%
COST vs FLUT
-42.5%
+114.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -3.2% | +3.8% | -7.0% | -3.5% |
| 30D | -4.0% | +6.3% | -10.3% | -4.5% |
| 3M | -6.5% | -4.0% | -2.4% | -6.4% |
| 6M | -8.5% | -10.3% | +1.8% | -8.1% |
| YTD | +6.0% | -53.2% | +59.2% | +13.2% |
| 1Y | -5.8% | -65.0% | +59.2% | +3.9% |
| 3Y | +71.8% | -43.9% | +115.7% | +77.9% |
| All | +71.8% | -42.5% | +114.3% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling