+46.0%
F vs FLUT
-45.9%
+91.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -3.1% | -0.7% | -2.4% | -3.0% |
| 30D | 0.0% | +9.3% | -9.2% | -1.5% |
| 3M | -13.2% | -17.5% | +4.3% | -10.8% |
| 6M | -10.2% | -14.6% | +4.4% | -8.8% |
| YTD | -4.9% | -62.3% | +57.3% | +12.0% |
| 1Y | -6.1% | -59.6% | +53.6% | +9.1% |
| 3Y | +46.0% | -45.3% | +91.3% | +58.4% |
| All | +46.0% | -45.9% | +91.9% | +58.4% |
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