+562.1%
EXC vs FLUT
+1,658.1%
-1,096.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.9% |
| 7D | -1.2% | -1.1% | -0.1% | -1.1% |
| 30D | +10.0% | +7.7% | +2.2% | +9.7% |
| 3M | +1.6% | -12.2% | +13.8% | +1.9% |
| 6M | +3.3% | -17.6% | +20.8% | +3.6% |
| YTD | +7.6% | -62.0% | +69.6% | +10.0% |
| 1Y | +3.5% | -62.3% | +65.7% | +5.8% |
| 3Y | +27.7% | -52.0% | +79.6% | +29.0% |
| 5Y | +41.1% | -51.8% | +92.9% | +41.5% |
| 10Y | +178.2% | -26.3% | +204.5% | +173.8% |
| All | +562.1% | +1,658.1% | -1,096.0% | +530.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling