-26.8%
FLUT vs FLR
+7.4%
-34.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -0.7% | +5.4% | -6.1% | -1.2% |
| 30D | +9.3% | +2.8% | +6.4% | +8.8% |
| 3M | -17.5% | -6.4% | -11.1% | -17.2% |
| 6M | -14.6% | +8.8% | -23.4% | -15.8% |
| YTD | -62.3% | +23.6% | -85.9% | -63.4% |
| 1Y | -59.6% | +13.8% | -73.4% | -60.6% |
| 3Y | -45.3% | +36.5% | -81.8% | -47.8% |
| 5Y | -50.4% | +119.3% | -169.8% | -54.1% |
| All | -26.8% | +7.4% | -34.2% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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