+4,302.8%
COST vs FLUT
+2,054.3%
+2,248.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.1% |
| 3M | -5.7% | -0.7% | -5.0% | -5.7% |
| 6M | -8.8% | -11.2% | +2.4% | -8.6% |
| YTD | +6.7% | -53.4% | +60.1% | +9.2% |
| 1Y | -3.6% | -65.8% | +62.1% | -0.4% |
| 3Y | +75.1% | -44.9% | +120.0% | +77.6% |
| 5Y | +108.9% | -49.7% | +158.6% | +110.4% |
| 10Y | +586.2% | -9.7% | +595.9% | +578.9% |
| All | +4,302.8% | +2,054.3% | +2,248.5% | +3,857.6% |
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