+90.1%
FAST vs FLUT
-44.8%
+134.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +2.9% | +1.0% |
| 7D | -0.4% | -1.6% | +1.3% | -0.2% |
| 30D | -0.8% | +7.7% | -8.5% | -1.7% |
| 3M | +5.8% | -0.7% | +6.5% | +5.5% |
| 6M | +8.0% | -11.2% | +19.1% | +8.7% |
| YTD | +25.6% | -53.4% | +79.1% | +36.2% |
| 1Y | +0.8% | -65.8% | +66.6% | +13.3% |
| All | +90.1% | -44.8% | +134.9% | +92.4% |
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