+884.7%
FDX vs FLUT
+2,054.3%
-1,169.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.4% |
| 7D | -2.5% | -1.6% | -0.9% | -2.5% |
| 30D | +3.8% | +7.7% | -4.0% | +3.3% |
| 3M | -1.3% | -0.7% | -0.6% | -1.5% |
| 6M | +5.0% | -11.2% | +16.2% | +5.3% |
| YTD | +39.6% | -53.4% | +93.1% | +44.7% |
| 1Y | +81.1% | -65.8% | +146.9% | +90.5% |
| 3Y | +63.0% | -44.9% | +108.0% | +66.9% |
| 5Y | +65.6% | -49.7% | +115.3% | +67.8% |
| 10Y | +183.4% | -9.7% | +193.1% | +180.6% |
| All | +884.7% | +2,054.3% | -1,169.5% | +803.5% |
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