-26.1%
FLUT vs PHM
+669.9%
-695.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.7% |
| 7D | -1.2% | -6.1% | +4.9% | 0.0% |
| 30D | +5.0% | +13.7% | -8.7% | +2.4% |
| 3M | -16.4% | -1.5% | -14.9% | -16.2% |
| 6M | -14.6% | +11.3% | -25.8% | -16.5% |
| YTD | -61.9% | +8.9% | -70.8% | -62.8% |
| 1Y | -65.0% | +6.1% | -71.1% | -65.7% |
| 3Y | -44.8% | +57.7% | -102.5% | -50.2% |
| 5Y | -49.9% | +159.0% | -208.9% | -59.0% |
| All | -26.1% | +669.9% | -695.9% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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