+14.4%
FIX vs FLUT
-63.1%
+77.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -2.3% | -12.8% | -15.5% |
| 7D | -18.9% | +4.2% | -23.1% | -18.3% |
| 30D | -36.3% | +8.0% | -44.3% | -35.3% |
| 3M | -38.5% | -22.1% | -16.4% | -40.4% |
| 6M | -42.3% | -21.7% | -20.6% | -43.2% |
| YTD | +17.1% | -62.0% | +79.1% | +26.2% |
| 1Y | +14.4% | -63.2% | +77.6% | +24.3% |
| All | +14.4% | -63.1% | +77.5% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling