+424.8%
FLEX vs FLUT
-52.1%
+476.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.8% |
| 7D | +7.5% | -0.7% | +8.1% | +7.6% |
| 30D | -25.3% | +9.3% | -34.5% | -26.7% |
| 3M | -39.7% | -17.5% | -22.2% | -38.1% |
| 6M | -47.9% | -14.6% | -33.2% | -47.7% |
| YTD | +24.1% | -62.3% | +86.4% | +52.2% |
| 1Y | +26.0% | -59.6% | +85.6% | +51.7% |
| 3Y | +282.7% | -45.3% | +328.0% | +326.8% |
| All | +424.8% | -52.1% | +476.8% | +442.3% |
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