+183.8%
EXC vs FLUT
-26.1%
+209.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -1.7% | -6.5% | +4.7% | -1.5% |
| 30D | +9.3% | +2.8% | +6.5% | +9.2% |
| 3M | +1.0% | -13.5% | +14.5% | +1.3% |
| 6M | +5.9% | -19.0% | +24.9% | +6.4% |
| YTD | +7.6% | -61.9% | +69.5% | +10.1% |
| 1Y | +2.4% | -63.2% | +65.7% | +4.8% |
| 3Y | +30.2% | -46.0% | +76.3% | +30.6% |
| 5Y | +41.4% | -51.8% | +93.1% | +40.6% |
| 10Y | +183.8% | -26.1% | +209.8% | +181.7% |
| All | +183.8% | -26.1% | +209.8% | +181.7% |
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