+109.3%
FAST vs FLUT
-53.8%
+163.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.9% |
| 7D | +3.8% | -6.5% | +10.3% | +4.5% |
| 30D | +8.1% | +2.8% | +5.3% | +7.7% |
| 3M | +5.8% | -13.5% | +19.3% | +7.0% |
| 6M | +24.9% | -19.0% | +43.8% | +26.7% |
| YTD | +38.9% | -61.9% | +100.8% | +53.4% |
| 1Y | +36.5% | -63.2% | +99.7% | +51.1% |
| 3Y | +98.1% | -46.0% | +144.2% | +105.5% |
| 5Y | +109.3% | -51.8% | +161.1% | +110.9% |
| All | +109.3% | -53.8% | +163.1% | +110.9% |
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 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