-11.0%
FLUT vs OMC
+35.0%
-46.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.9% |
| 7D | -3.6% | -6.2% | +2.7% | -2.4% |
| 30D | -0.3% | -7.6% | +7.2% | +1.1% |
| 3M | -12.6% | +7.4% | -20.0% | -13.9% |
| 6M | -8.0% | +0.1% | -8.1% | -8.2% |
| YTD | -54.1% | +0.4% | -54.5% | -54.3% |
| 1Y | -66.1% | +7.8% | -73.9% | -66.8% |
| 3Y | -45.0% | +11.8% | -56.9% | -46.6% |
| 5Y | -51.2% | +32.5% | -83.7% | -53.3% |
| All | -11.0% | +35.0% | -46.0% | -13.3% |
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