-44.5%
FLUT vs PHM
+64.0%
-108.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.7% |
| 7D | -1.5% | +2.9% | -4.4% | -2.4% |
| 30D | +3.4% | +16.5% | -13.1% | -0.8% |
| 3M | -12.5% | +0.6% | -13.1% | -12.9% |
| 6M | -18.5% | +11.6% | -30.0% | -21.0% |
| YTD | -61.6% | +12.1% | -73.7% | -63.3% |
| 1Y | -64.1% | +9.6% | -73.7% | -65.5% |
| 3Y | -44.5% | +62.3% | -106.7% | -58.7% |
| All | -44.5% | +64.0% | -108.4% | -58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling