-11.0%
FLUT vs UL
+65.6%
-76.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | -3.6% | -4.1% | +0.5% | -2.9% |
| 30D | -0.3% | -1.2% | +0.8% | -0.1% |
| 3M | -12.6% | +6.0% | -18.6% | -13.5% |
| 6M | -8.0% | -5.5% | -2.5% | -7.4% |
| YTD | -54.1% | -3.3% | -50.8% | -54.2% |
| 1Y | -66.1% | -9.8% | -56.3% | -65.8% |
| 3Y | -45.0% | +20.1% | -65.2% | -47.7% |
| 5Y | -51.2% | +19.2% | -70.4% | -54.3% |
| All | -11.0% | +65.6% | -76.6% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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