+499.9%
FAST vs FLUT
-9.7%
+509.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +2.9% | +0.9% |
| 7D | -0.4% | -1.6% | +1.3% | -0.3% |
| 30D | -0.8% | +7.7% | -8.5% | -1.3% |
| 3M | +5.8% | -0.7% | +6.5% | +5.6% |
| 6M | +8.0% | -11.2% | +19.1% | +8.4% |
| YTD | +25.6% | -53.4% | +79.1% | +31.2% |
| 1Y | +0.8% | -65.8% | +66.6% | +7.2% |
| 3Y | +86.1% | -44.9% | +131.0% | +90.7% |
| 5Y | +100.2% | -49.7% | +149.9% | +100.5% |
| All | +499.9% | -9.7% | +509.6% | +509.9% |
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