+2,105.4%
FIX vs FLUT
-50.4%
+2,155.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.3% |
| 7D | +6.0% | -1.6% | +7.7% | +6.3% |
| 30D | -7.2% | +7.7% | -15.0% | -8.7% |
| 3M | -15.9% | -0.7% | -15.1% | -16.9% |
| 6M | +12.7% | -11.2% | +23.9% | +13.3% |
| YTD | +72.8% | -53.4% | +126.2% | +100.2% |
| 1Y | +122.9% | -65.8% | +188.7% | +177.2% |
| 3Y | +774.3% | -44.9% | +819.3% | +872.5% |
| All | +2,105.4% | -50.4% | +2,155.8% | +2,059.3% |
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