+43,569.7%
FIX vs FLUT
+1,685.4%
+41,884.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +1.4% | -13.0% | -11.6% |
| 7D | -27.2% | +4.8% | -32.0% | -27.4% |
| 30D | -46.9% | +8.8% | -55.7% | -47.2% |
| 3M | -44.4% | -10.7% | -33.7% | -44.2% |
| 6M | -50.9% | -19.7% | -31.2% | -50.7% |
| YTD | +3.5% | -61.4% | +65.0% | +8.5% |
| 1Y | -2.1% | -61.6% | +59.5% | +2.6% |
| 3Y | +418.7% | -51.4% | +470.2% | +438.4% |
| 5Y | +894.6% | -51.0% | +945.6% | +920.4% |
| 10Y | +3,465.5% | -25.2% | +3,490.7% | +3,531.3% |
| All | +43,569.7% | +1,685.4% | +41,884.3% | +41,816.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling