-51.7%
FLUT vs OUST
-64.1%
+12.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +14.0% | -15.5% | -2.5% |
| 7D | -1.1% | +17.0% | -18.1% | -2.4% |
| 30D | +7.7% | -16.5% | +24.2% | +8.6% |
| 3M | -12.2% | -23.7% | +11.5% | -11.1% |
| 6M | -17.6% | +18.4% | -35.9% | -21.7% |
| YTD | -62.0% | +60.8% | -122.8% | -65.1% |
| 1Y | -62.3% | +44.2% | -106.5% | -65.1% |
| 3Y | -52.0% | +668.1% | -720.1% | -65.1% |
| 5Y | -51.8% | -48.8% | -2.9% | -58.3% |
| All | -51.7% | -64.1% | +12.4% | -55.1% |
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