-10.4%
FLUT vs USFR
+28.0%
-38.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | +5.4% | +0.3% | +5.1% | +5.5% |
| 3M | -10.8% | +1.0% | -11.7% | -10.2% |
| 6M | -9.2% | +1.9% | -11.2% | -8.0% |
| YTD | -53.8% | +2.7% | -56.5% | -53.0% |
| 1Y | -66.0% | +4.0% | -70.0% | -65.1% |
| 3Y | -44.7% | +14.0% | -58.7% | -39.7% |
| 5Y | -50.6% | +20.4% | -71.0% | -42.5% |
| 10Y | -10.4% | +28.0% | -38.4% | +11.3% |
| All | -10.4% | +28.0% | -38.4% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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