-26.8%
FLUT vs FIVE
+504.2%
-531.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -0.7% | +2.7% | -3.4% | -1.0% |
| 30D | +9.3% | +12.7% | -3.4% | +7.7% |
| 3M | -17.5% | +2.1% | -19.5% | -17.8% |
| 6M | -14.6% | +17.5% | -32.1% | -16.6% |
| YTD | -62.3% | +31.0% | -93.2% | -63.7% |
| 1Y | -59.6% | +67.7% | -127.4% | -62.3% |
| 3Y | -45.3% | +43.4% | -88.7% | -50.2% |
| 5Y | -50.4% | +18.1% | -68.5% | -55.0% |
| All | -26.8% | +504.2% | -531.0% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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