+844.5%
FDX vs FLUT
+1,658.1%
-813.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.7% |
| 7D | -1.6% | -1.1% | -0.6% | -1.6% |
| 30D | +6.6% | +7.7% | -1.1% | +6.2% |
| 3M | -2.1% | -12.2% | +10.1% | -1.6% |
| 6M | +2.2% | -17.6% | +19.7% | +2.8% |
| YTD | +33.9% | -62.0% | +95.9% | +40.1% |
| 1Y | +50.2% | -62.3% | +112.5% | +57.1% |
| 3Y | +65.5% | -52.0% | +117.5% | +70.7% |
| 5Y | +74.1% | -51.8% | +125.8% | +77.3% |
| 10Y | +156.7% | -26.3% | +183.0% | +156.6% |
| All | +844.5% | +1,658.1% | -813.6% | +774.9% |
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