+427.3%
CSX vs FLUT
-26.3%
+453.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.8% | -3.3% |
| 7D | -5.5% | -1.1% | -4.4% | -5.5% |
| 30D | +4.9% | +7.7% | -2.8% | +4.3% |
| 3M | -2.9% | -12.2% | +9.3% | -2.1% |
| 6M | +8.3% | -17.6% | +25.9% | +9.4% |
| YTD | +36.7% | -62.0% | +98.7% | +46.3% |
| 1Y | +41.5% | -62.3% | +103.8% | +51.3% |
| 3Y | +68.6% | -52.0% | +120.6% | +76.4% |
| 5Y | +48.4% | -51.8% | +100.2% | +52.5% |
| All | +427.3% | -26.3% | +453.6% | +426.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling