-43.6%
FLUT vs SCHG
+86.3%
-129.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.2% |
| 7D | +0.4% | -1.0% | +1.5% | +1.3% |
| 30D | +2.5% | -1.3% | +3.8% | +3.6% |
| 3M | -9.2% | +5.4% | -14.7% | -13.2% |
| 6M | -8.2% | +14.4% | -22.7% | -18.6% |
| YTD | -53.2% | +8.0% | -61.3% | -56.4% |
| 1Y | -65.6% | +12.7% | -78.3% | -69.0% |
| 3Y | -43.6% | +85.6% | -129.2% | -68.9% |
| All | -43.6% | +86.3% | -129.8% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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