+3,574.0%
FIX vs FLUT
-25.6%
+3,599.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -13.9% | -1.5% | -12.5% | -13.8% |
| 30D | -35.5% | +3.4% | -39.0% | -35.9% |
| 3M | -33.9% | -12.5% | -21.5% | -33.3% |
| 6M | -43.3% | -18.5% | -24.8% | -42.8% |
| YTD | +18.7% | -61.6% | +80.3% | +32.5% |
| 1Y | +13.8% | -64.1% | +77.9% | +28.3% |
| 3Y | +495.0% | -44.5% | +539.4% | +539.5% |
| 5Y | +1,049.0% | -51.3% | +1,100.3% | +1,108.2% |
| All | +3,574.0% | -25.6% | +3,599.6% | +3,847.4% |
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