+485.9%
FLUT vs WU
-19.6%
+505.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -1.6% | -0.8% | -0.8% | -1.5% |
| 30D | +7.7% | -1.1% | +8.9% | +7.9% |
| 3M | -0.7% | -3.9% | +3.1% | -0.6% |
| 6M | -11.2% | -20.7% | +9.5% | -9.5% |
| YTD | -53.4% | -18.4% | -35.1% | -52.7% |
| 1Y | -65.8% | -8.1% | -57.7% | -65.6% |
| 3Y | -44.9% | -24.2% | -20.8% | -44.0% |
| 5Y | -49.7% | -50.4% | +0.8% | -47.6% |
| 10Y | -9.7% | -40.0% | +30.3% | -7.6% |
| All | +485.9% | -19.6% | +505.5% | +513.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 all: compounded portfolio wealth divided by compounded WU 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…
all analysis · Full analysis span regression · 6 months rolling