+1,675.5%
FLUT vs PHM
+1,445.4%
+230.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +0.9% |
| 7D | -1.5% | +2.9% | -4.4% | -1.7% |
| 30D | +3.4% | +16.5% | -13.1% | +2.2% |
| 3M | -12.5% | +0.6% | -13.1% | -12.5% |
| 6M | -18.5% | +11.6% | -30.0% | -19.2% |
| YTD | -61.6% | +12.1% | -73.7% | -62.0% |
| 1Y | -64.1% | +9.6% | -73.7% | -64.4% |
| 3Y | -44.5% | +62.3% | -106.7% | -46.6% |
| 5Y | -51.3% | +170.4% | -221.7% | -54.8% |
| 10Y | -25.6% | +683.0% | -708.6% | -34.2% |
| All | +1,675.5% | +1,445.4% | +230.1% | +1,433.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling