+224.4%
FITB vs FLUT
-25.6%
+250.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +0.5% | -1.5% | +2.0% | +0.6% |
| 30D | +7.0% | +3.4% | +3.6% | +6.5% |
| 3M | -4.4% | -12.5% | +8.1% | -3.2% |
| 6M | +11.6% | -18.5% | +30.0% | +13.4% |
| YTD | +18.6% | -61.6% | +80.2% | +31.9% |
| 1Y | +29.8% | -64.1% | +93.9% | +45.3% |
| 3Y | +140.7% | -44.5% | +185.2% | +155.1% |
| 5Y | +48.6% | -51.3% | +99.9% | +54.7% |
| 10Y | +224.4% | -25.6% | +250.0% | +236.7% |
| All | +224.4% | -25.6% | +250.0% | +236.7% |
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