+1,046.7%
FIX vs FLUT
-53.8%
+1,100.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.4% | +9.1% | +9.4% |
| 7D | -7.2% | -6.5% | -0.8% | -6.3% |
| 30D | -35.1% | +2.8% | -37.9% | -35.6% |
| 3M | -34.3% | -13.5% | -20.8% | -33.2% |
| 6M | -42.9% | -19.0% | -24.0% | -42.2% |
| YTD | +19.5% | -61.9% | +81.3% | +43.4% |
| 1Y | +16.8% | -63.2% | +80.0% | +41.4% |
| 3Y | +506.7% | -46.0% | +552.7% | +576.6% |
| 5Y | +1,046.7% | -51.8% | +1,098.5% | +1,109.7% |
| All | +1,046.7% | -53.8% | +1,100.5% | +1,109.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling