-26.1%
FLUT vs TAP
-47.7%
+21.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.1% |
| 7D | -1.2% | -6.3% | +5.1% | -0.4% |
| 30D | +5.0% | +2.7% | +2.3% | +4.7% |
| 3M | -16.4% | -3.7% | -12.7% | -16.0% |
| 6M | -14.6% | -2.0% | -12.5% | -14.3% |
| YTD | -61.9% | -12.3% | -49.5% | -61.4% |
| 1Y | -65.0% | -10.1% | -55.0% | -64.7% |
| 3Y | -44.8% | -25.3% | -19.6% | -43.5% |
| 5Y | -49.9% | -1.9% | -48.0% | -49.6% |
| All | -26.1% | -47.7% | +21.6% | -22.0% |
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