+5,892.0%
FIX vs FLUT
-9.7%
+5,901.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.1% |
| 7D | +6.0% | -1.6% | +7.7% | +6.2% |
| 30D | -7.2% | +7.7% | -15.0% | -8.2% |
| 3M | -15.9% | -0.7% | -15.1% | -16.5% |
| 6M | +12.7% | -11.2% | +23.9% | +13.1% |
| YTD | +72.8% | -53.4% | +126.2% | +89.5% |
| 1Y | +122.9% | -65.8% | +188.7% | +155.1% |
| 3Y | +774.3% | -44.9% | +819.3% | +838.3% |
| 5Y | +2,049.5% | -49.7% | +2,099.2% | +2,129.4% |
| All | +5,892.0% | -9.7% | +5,901.7% | +6,214.8% |
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