+74.1%
FDX vs FLUT
-45.9%
+120.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +5.2% | -0.7% | +5.9% | +5.3% |
| 30D | +11.3% | +9.3% | +2.0% | +10.1% |
| 3M | -4.1% | -17.5% | +13.4% | -2.4% |
| 6M | +9.6% | -14.6% | +24.3% | +10.5% |
| YTD | +40.9% | -62.3% | +103.2% | +60.4% |
| 1Y | +53.0% | -59.6% | +112.7% | +72.0% |
| 3Y | +74.1% | -45.3% | +119.4% | +93.6% |
| All | +74.1% | -45.9% | +120.0% | +93.6% |
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