+65.0%
FDX vs FLUT
-63.1%
+128.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.3% | +5.9% | +3.6% |
| 7D | +8.1% | +4.2% | +4.0% | +8.0% |
| 30D | +13.9% | +8.0% | +5.9% | +13.7% |
| 3M | +5.5% | -22.1% | +27.6% | +5.6% |
| 6M | +15.1% | -21.7% | +36.8% | +15.4% |
| YTD | +43.2% | -62.0% | +105.1% | +49.7% |
| 1Y | +65.0% | -63.2% | +128.2% | +72.7% |
| All | +65.0% | -63.1% | +128.2% | +72.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling