+448.7%
FIX vs FLUT
-52.0%
+500.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +7.0% | +5.6% |
| 7D | -17.5% | -1.1% | -16.4% | -17.4% |
| 30D | -41.6% | +7.7% | -49.3% | -42.3% |
| 3M | -40.6% | -12.2% | -28.4% | -39.9% |
| 6M | -49.4% | -17.6% | -31.8% | -49.2% |
| YTD | +9.2% | -62.0% | +71.2% | +38.9% |
| 1Y | +6.5% | -62.3% | +68.7% | +35.4% |
| 3Y | +448.7% | -52.0% | +500.7% | +564.5% |
| All | +448.7% | -52.0% | +500.7% | +564.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling