+5,159.0%
COST vs FLUT
+1,663.9%
+3,495.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.6% |
| 7D | +2.5% | -1.2% | +3.7% | +2.5% |
| 30D | +14.6% | +5.0% | +9.6% | +14.4% |
| 3M | +15.2% | -16.4% | +31.6% | +15.8% |
| 6M | +7.2% | -14.6% | +21.8% | +7.6% |
| YTD | +27.4% | -61.9% | +89.3% | +31.3% |
| 1Y | +20.2% | -65.0% | +85.2% | +24.2% |
| 3Y | +96.9% | -44.8% | +141.7% | +99.9% |
| 5Y | +122.8% | -49.9% | +172.7% | +125.1% |
| 10Y | +764.3% | -26.1% | +790.3% | +760.6% |
| All | +5,159.0% | +1,663.9% | +3,495.1% | +4,658.1% |
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