+1.7%
FLUT vs USHY
+49.7%
-48.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +0.4% | -0.7% | +1.1% | +1.2% |
| 30D | +2.5% | -0.7% | +3.2% | +3.3% |
| 3M | -9.2% | +0.1% | -9.3% | -9.3% |
| 6M | -8.2% | +1.8% | -10.0% | -9.8% |
| YTD | -53.2% | +1.8% | -55.0% | -54.0% |
| 1Y | -65.6% | +3.3% | -68.9% | -66.6% |
| 3Y | -43.6% | +27.0% | -70.5% | -54.4% |
| 5Y | -50.3% | +21.0% | -71.3% | -59.5% |
| All | +1.7% | +49.7% | -48.0% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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