+283.9%
FITB vs FLUT
-9.2%
+293.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.7% |
| 7D | +2.8% | +3.8% | -1.0% | +2.4% |
| 30D | -4.5% | +6.3% | -10.8% | -5.4% |
| 3M | +5.7% | -4.0% | +9.7% | +5.7% |
| 6M | +17.1% | -10.3% | +27.4% | +17.8% |
| YTD | +18.3% | -53.2% | +71.5% | +28.7% |
| 1Y | +23.9% | -65.0% | +88.9% | +39.2% |
| 3Y | +131.1% | -43.9% | +175.0% | +143.8% |
| 5Y | +71.1% | -49.2% | +120.3% | +74.8% |
| 10Y | +283.9% | -9.2% | +293.1% | +289.8% |
| All | +283.9% | -9.2% | +293.1% | +289.8% |
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