-9.3%
FLUT vs SHAK
+87.2%
-96.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.4% |
| 7D | +0.4% | -8.3% | +8.7% | +1.8% |
| 30D | +2.5% | -12.6% | +15.2% | +4.7% |
| 3M | -9.2% | +9.1% | -18.4% | -10.9% |
| 6M | -8.2% | -31.2% | +23.0% | -4.4% |
| YTD | -53.2% | -21.6% | -31.7% | -52.3% |
| 1Y | -65.6% | -38.8% | -26.8% | -63.6% |
| 3Y | -43.6% | +0.6% | -44.2% | -45.2% |
| 5Y | -50.3% | -22.5% | -27.8% | -52.1% |
| All | -9.3% | +87.2% | -96.5% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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