+72.5%
FDX vs FLUT
-49.0%
+121.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.5% |
| 7D | +0.8% | -1.2% | +2.0% | +0.9% |
| 30D | +9.9% | +5.0% | +4.9% | +9.0% |
| 3M | -1.9% | -16.4% | +14.5% | +0.1% |
| 6M | +6.1% | -14.6% | +20.7% | +7.2% |
| YTD | +38.8% | -61.9% | +100.7% | +58.5% |
| 1Y | +50.0% | -65.0% | +115.0% | +73.4% |
| 3Y | +71.0% | -44.8% | +115.9% | +81.4% |
| 5Y | +72.5% | -49.9% | +122.4% | +72.4% |
| All | +72.5% | -49.0% | +121.5% | +72.4% |
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