-9.2%
FLUT vs TAP
-52.1%
+42.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.1% |
| 7D | +3.8% | -2.3% | +6.1% | +4.1% |
| 30D | +6.3% | -9.4% | +15.7% | +7.5% |
| 3M | -4.0% | -0.8% | -3.2% | -3.8% |
| 6M | -10.3% | -14.7% | +4.5% | -8.8% |
| YTD | -53.2% | -13.9% | -39.2% | -52.5% |
| 1Y | -65.0% | -18.6% | -46.4% | -64.4% |
| 3Y | -43.9% | -32.0% | -11.9% | -42.1% |
| 5Y | -49.2% | -1.0% | -48.3% | -48.9% |
| 10Y | -9.2% | -51.4% | +42.2% | -3.4% |
| All | -9.2% | -52.1% | +42.9% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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