+149.2%
FDX vs FLUT
-26.3%
+175.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.6% |
| 7D | -1.6% | -1.1% | -0.6% | -1.6% |
| 30D | +6.6% | +7.7% | -1.1% | +5.8% |
| 3M | -2.1% | -12.2% | +10.1% | -1.2% |
| 6M | +2.2% | -17.6% | +19.7% | +3.3% |
| YTD | +33.9% | -62.0% | +95.9% | +45.8% |
| 1Y | +50.2% | -62.3% | +112.5% | +63.4% |
| 3Y | +65.5% | -52.0% | +117.5% | +75.2% |
| 5Y | +74.1% | -51.8% | +125.8% | +78.7% |
| All | +149.2% | -26.3% | +175.6% | +152.2% |
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