-26.8%
FLUT vs OMC
+53.0%
-79.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -0.7% | +1.9% | -2.6% | -1.1% |
| 30D | +9.3% | +12.2% | -3.0% | +6.7% |
| 3M | -17.5% | +0.6% | -18.1% | -17.7% |
| 6M | -14.6% | +21.0% | -35.6% | -17.8% |
| YTD | -62.3% | +12.4% | -74.6% | -63.3% |
| 1Y | -59.6% | +25.4% | -85.1% | -61.5% |
| 3Y | -45.3% | +29.2% | -74.5% | -48.3% |
| 5Y | -50.4% | +52.6% | -103.0% | -53.6% |
| All | -26.8% | +53.0% | -79.8% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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