+27.7%
FLUT vs FIVE
+822.5%
-794.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | +7.7% | +17.7% | -9.9% | +6.0% |
| 3M | -12.2% | +4.0% | -16.1% | -12.6% |
| 6M | -17.6% | +2.6% | -20.2% | -18.1% |
| YTD | -62.0% | +27.6% | -89.6% | -63.1% |
| 1Y | -62.3% | +59.9% | -122.2% | -64.1% |
| 3Y | -52.0% | +35.8% | -87.7% | -55.3% |
| 5Y | -51.8% | +14.4% | -66.2% | -55.3% |
| 10Y | -26.3% | +576.1% | -602.5% | -35.0% |
| All | +27.7% | +822.5% | -794.8% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling