+303.1%
FLEX vs FLUT
-43.0%
+346.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.6% | +0.2% | +3.4% |
| 7D | +2.2% | +4.5% | -2.3% | +1.7% |
| 30D | -32.6% | +9.2% | -41.9% | -33.5% |
| 3M | -35.5% | -13.7% | -21.8% | -34.4% |
| 6M | -45.6% | -9.0% | -36.5% | -46.2% |
| YTD | +30.7% | -60.2% | +90.9% | +65.9% |
| 1Y | +28.4% | -63.1% | +91.5% | +66.9% |
| All | +303.1% | -43.0% | +346.1% | +390.3% |
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 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