-66.1%
FLUT vs PHM
-14.5%
-51.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.1% |
| 7D | -3.6% | -6.4% | +2.8% | -1.9% |
| 30D | -0.3% | -12.1% | +11.7% | +2.9% |
| 3M | -12.6% | -1.5% | -11.1% | -12.2% |
| 6M | -8.0% | -6.0% | -2.0% | -7.6% |
| YTD | -54.1% | -0.3% | -53.8% | -56.0% |
| 1Y | -66.1% | -13.3% | -52.8% | -65.7% |
| All | -66.1% | -14.5% | -51.6% | -65.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling