+219.9%
CTVA vs FLUT
+20.5%
+199.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -1.2% |
| 7D | -5.8% | -2.6% | -3.2% | -5.6% |
| 30D | +11.1% | +5.4% | +5.7% | +10.6% |
| 3M | +13.2% | -10.8% | +24.0% | +13.9% |
| 6M | +8.7% | -9.2% | +17.9% | +9.0% |
| YTD | +27.3% | -53.8% | +81.1% | +34.9% |
| 1Y | +18.0% | -66.0% | +84.0% | +28.1% |
| 3Y | +76.5% | -44.7% | +121.1% | +82.7% |
| 5Y | +105.1% | -50.6% | +155.7% | +107.0% |
| All | +219.9% | +20.5% | +199.4% | +227.2% |
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