+256.8%
FLEX vs FLUT
-52.0%
+308.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +4.7% |
| 7D | -19.3% | -1.1% | -18.2% | -19.3% |
| 30D | -41.5% | +7.7% | -49.2% | -42.3% |
| 3M | -43.1% | -12.2% | -31.0% | -42.4% |
| 6M | -48.2% | -17.6% | -30.6% | -47.9% |
| YTD | +15.5% | -62.0% | +77.5% | +46.5% |
| 1Y | +10.2% | -62.3% | +72.5% | +39.8% |
| 3Y | +256.8% | -52.0% | +308.8% | +339.7% |
| All | +256.8% | -52.0% | +308.8% | +339.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling