+16.3%
FIX vs FLUT
-64.7%
+81.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -3.5% |
| 7D | +17.0% | -1.2% | +18.2% | +16.8% |
| 30D | -30.6% | +5.0% | -35.6% | -29.9% |
| 3M | -35.0% | -16.4% | -18.6% | -36.4% |
| 6M | -44.0% | -14.6% | -29.4% | -45.1% |
| YTD | +21.1% | -61.9% | +83.0% | +32.9% |
| 1Y | +16.3% | -65.0% | +81.3% | +31.6% |
| All | +16.3% | -64.7% | +81.0% | +31.6% |
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