-15.8%
F vs FLUT
-50.5%
+34.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | +1.6% | -1.1% | +2.6% | +1.7% |
| 30D | +2.6% | +7.7% | -5.1% | +1.0% |
| 3M | -8.8% | -12.2% | +3.3% | -6.9% |
| 6M | +4.6% | -17.6% | +22.2% | +7.3% |
| YTD | -1.9% | -62.0% | +60.1% | +17.6% |
| 1Y | -0.8% | -62.3% | +61.5% | +18.7% |
| 3Y | +43.5% | -52.0% | +95.4% | +58.4% |
| All | -15.8% | -50.5% | +34.7% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling