+575.3%
FAST vs FLUT
-26.3%
+601.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | +2.1% | -1.1% | +3.2% | +2.1% |
| 30D | +6.9% | +7.7% | -0.8% | +6.3% |
| 3M | +4.8% | -12.2% | +17.0% | +5.4% |
| 6M | +19.8% | -17.6% | +37.3% | +20.7% |
| YTD | +34.9% | -62.0% | +96.9% | +42.5% |
| 1Y | +32.8% | -62.3% | +95.0% | +40.2% |
| 3Y | +93.7% | -52.0% | +145.7% | +100.2% |
| 5Y | +105.3% | -51.8% | +157.1% | +107.9% |
| All | +575.3% | -26.3% | +601.6% | +600.2% |
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 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