+4,648.1%
FAST vs FLUT
+1,685.4%
+2,962.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.6% |
| 7D | +0.7% | +4.8% | -4.1% | +0.4% |
| 30D | +4.6% | +8.8% | -4.2% | +4.2% |
| 3M | +6.4% | -10.7% | +17.1% | +6.7% |
| 6M | +20.6% | -19.7% | +40.3% | +21.4% |
| YTD | +34.7% | -61.4% | +96.1% | +39.8% |
| 1Y | +29.7% | -61.6% | +91.3% | +34.5% |
| 3Y | +89.9% | -51.4% | +141.3% | +94.3% |
| 5Y | +105.0% | -51.0% | +156.0% | +107.5% |
| 10Y | +594.2% | -25.2% | +619.3% | +589.1% |
| All | +4,648.1% | +1,685.4% | +2,962.6% | +4,374.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling