+25.0%
FLEX vs FLUT
-63.1%
+88.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -2.3% | -10.0% | -12.7% |
| 7D | -17.0% | +4.2% | -21.1% | -16.4% |
| 30D | -33.8% | +8.0% | -41.8% | -33.0% |
| 3M | -39.0% | -22.1% | -17.0% | -40.4% |
| 6M | -15.9% | -21.7% | +5.8% | -16.6% |
| YTD | +27.8% | -62.0% | +89.8% | +50.9% |
| 1Y | +25.0% | -63.2% | +88.1% | +48.3% |
| All | +25.0% | -63.1% | +88.1% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling