+2,153.0%
FLEX vs FLUT
+2,054.3%
+98.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.7% |
| 7D | -0.9% | -1.6% | +0.7% | -0.8% |
| 30D | -10.1% | +7.7% | -17.9% | -10.8% |
| 3M | -31.3% | -0.7% | -30.6% | -31.7% |
| 6M | +71.3% | -11.2% | +82.4% | +71.6% |
| YTD | +81.2% | -53.4% | +134.7% | +91.3% |
| 1Y | +98.5% | -65.8% | +164.3% | +114.7% |
| 3Y | +428.2% | -44.9% | +473.2% | +449.6% |
| 5Y | +657.3% | -49.7% | +707.0% | +677.8% |
| 10Y | +995.9% | -9.7% | +1,005.6% | +998.6% |
| All | +2,153.0% | +2,054.3% | +98.8% | +2,074.9% |
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