+53.5%
F vs FLUT
-46.0%
+99.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.6% |
| 7D | -0.6% | -6.5% | +5.8% | +0.5% |
| 30D | +2.9% | +2.8% | +0.1% | +2.3% |
| 3M | -9.5% | -13.5% | +4.0% | -7.7% |
| 6M | +4.0% | -19.0% | +23.0% | +6.6% |
| YTD | -1.3% | -61.9% | +60.6% | +16.0% |
| 1Y | -1.9% | -63.2% | +61.3% | +15.6% |
| 3Y | +53.5% | -46.0% | +99.5% | +68.0% |
| All | +53.5% | -46.0% | +99.5% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling