+21.6%
FLUD vs SPY
+156.0%
-134.4%
-1.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -0.1% | -2.0% | +1.8% | -0.1% |
| 30D | +0.1% | -1.7% | +1.7% | +0.1% |
| 3M | +0.7% | +4.7% | -4.0% | +0.7% |
| 6M | +1.5% | +12.5% | -11.0% | +1.5% |
| YTD | +2.3% | +11.7% | -9.5% | +2.2% |
| 1Y | +3.7% | +17.5% | -13.8% | +3.7% |
| 3Y | +16.0% | +76.6% | -60.6% | +16.0% |
| 5Y | +20.3% | +82.0% | -61.8% | +20.2% |
| All | +21.6% | +156.0% | -134.4% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling