-10.4%
FLUT vs FLR
+21.1%
-31.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.1% |
| 7D | -2.6% | -3.1% | +0.5% | -2.3% |
| 30D | +5.4% | +4.9% | +0.4% | +4.9% |
| 3M | -10.8% | +10.8% | -21.6% | -11.9% |
| 6M | -9.2% | +19.7% | -28.9% | -11.3% |
| YTD | -53.8% | +38.4% | -92.2% | -55.5% |
| 1Y | -66.0% | +34.7% | -100.7% | -67.2% |
| 3Y | -44.7% | +56.7% | -101.3% | -47.7% |
| 5Y | -50.6% | +241.6% | -292.2% | -55.2% |
| All | -10.4% | +21.1% | -31.5% | -14.9% |
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