-52.1%
FLUT vs OUST
-65.5%
+13.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.5% | +7.5% | -0.4% |
| 7D | -0.7% | -3.8% | +3.1% | -0.5% |
| 30D | +9.3% | +5.1% | +4.2% | +8.3% |
| 3M | -17.5% | -25.8% | +8.3% | -16.4% |
| 6M | -14.6% | -2.0% | -12.6% | -17.2% |
| YTD | -62.3% | +54.7% | -117.0% | -65.3% |
| 1Y | -59.6% | +48.8% | -108.4% | -62.8% |
| 3Y | -45.3% | +607.8% | -653.1% | -59.9% |
| 5Y | -50.4% | -52.7% | +2.3% | -56.9% |
| All | -52.1% | -65.5% | +13.4% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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