+14.5%
FIX vs FLUT
-63.7%
+78.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.4% | +9.1% | +9.5% |
| 7D | -7.2% | -6.5% | -0.8% | -8.3% |
| 30D | -35.1% | +2.8% | -37.9% | -34.6% |
| 3M | -34.3% | -13.5% | -20.8% | -35.3% |
| 6M | -42.9% | -19.0% | -24.0% | -44.0% |
| YTD | +19.5% | -61.9% | +81.3% | +30.7% |
| All | +14.5% | -63.7% | +78.2% | +28.1% |
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