+199.5%
EXC vs FLUT
-25.6%
+225.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | +0.1% | -1.5% | +1.5% | +0.1% |
| 30D | +9.0% | +3.4% | +5.6% | +8.9% |
| 3M | +3.3% | -12.5% | +15.8% | +3.6% |
| 6M | +5.7% | -18.5% | +24.1% | +6.1% |
| YTD | +7.3% | -61.6% | +69.0% | +9.8% |
| 1Y | +2.9% | -64.1% | +67.0% | +5.4% |
| 3Y | +29.3% | -44.5% | +73.8% | +29.6% |
| 5Y | +40.1% | -51.3% | +91.3% | +39.2% |
| All | +199.5% | -25.6% | +225.1% | +198.5% |
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