+894.6%
FIX vs FLUT
-52.8%
+947.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +1.4% | -13.0% | -11.8% |
| 7D | -27.2% | +4.8% | -32.0% | -27.9% |
| 30D | -46.9% | +8.8% | -55.7% | -47.8% |
| 3M | -44.4% | -10.7% | -33.7% | -43.9% |
| 6M | -50.9% | -19.7% | -31.2% | -50.2% |
| YTD | +3.5% | -61.4% | +65.0% | +24.1% |
| 1Y | -2.1% | -61.6% | +59.5% | +17.4% |
| 3Y | +418.7% | -51.4% | +470.2% | +489.1% |
| 5Y | +894.6% | -51.0% | +945.6% | +941.3% |
| All | +894.6% | -52.8% | +947.3% | +941.3% |
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