-9.7%
FLUT vs FIVE
+477.5%
-487.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.1% | -7.3% | -2.8% |
| 7D | -1.6% | +4.3% | -5.9% | -2.1% |
| 30D | +7.7% | +12.5% | -4.8% | +6.2% |
| 3M | -0.7% | +31.2% | -32.0% | -3.9% |
| 6M | -11.2% | +14.4% | -25.5% | -13.0% |
| YTD | -53.4% | +33.9% | -87.3% | -55.3% |
| 1Y | -65.8% | +65.1% | -130.8% | -67.9% |
| 3Y | -44.9% | +49.0% | -93.9% | -49.9% |
| 5Y | -49.7% | +30.3% | -80.0% | -54.6% |
| All | -9.7% | +477.5% | -487.2% | -18.6% |
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