+60.4%
CVS vs FLUT
-26.8%
+87.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +6.6% | -0.7% | +7.3% | +6.6% |
| 30D | -0.4% | +9.3% | -9.7% | -0.9% |
| 3M | -5.3% | -17.5% | +12.2% | -4.6% |
| 6M | -7.7% | -14.6% | +6.9% | -7.3% |
| YTD | +16.0% | -62.3% | +78.3% | +21.0% |
| 1Y | +16.2% | -59.6% | +75.9% | +20.8% |
| 3Y | +47.6% | -45.3% | +92.9% | +51.9% |
| 5Y | +12.3% | -50.4% | +62.7% | +14.8% |
| All | +60.4% | -26.8% | +87.3% | +66.0% |
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