-11.0%
FLUT vs PSKY
-75.1%
+64.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.2% | -0.8% |
| 7D | -3.6% | -6.0% | +2.4% | -3.1% |
| 30D | -0.3% | +10.7% | -11.0% | -1.2% |
| 3M | -12.6% | +1.2% | -13.8% | -12.8% |
| 6M | -8.0% | +1.5% | -9.5% | -8.3% |
| YTD | -54.1% | -21.8% | -32.3% | -53.5% |
| 1Y | -66.1% | -30.2% | -35.9% | -65.4% |
| 3Y | -45.0% | -20.1% | -24.9% | -46.0% |
| 5Y | -51.2% | -70.5% | +19.3% | -49.6% |
| All | -11.0% | -75.1% | +64.1% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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