+379.7%
FLUT vs WU
-22.9%
+402.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -4.0% |
| 7D | -1.2% | -5.3% | +4.1% | -0.7% |
| 30D | +5.0% | +9.0% | -4.0% | +4.0% |
| 3M | -16.4% | -3.6% | -12.9% | -16.1% |
| 6M | -14.6% | -19.4% | +4.8% | -13.1% |
| YTD | -61.9% | -21.7% | -40.2% | -61.1% |
| 1Y | -65.0% | -16.1% | -48.9% | -64.6% |
| 3Y | -44.8% | -24.1% | -20.7% | -43.9% |
| 5Y | -49.9% | -44.1% | -5.8% | -48.1% |
| 10Y | -26.1% | -39.6% | +13.5% | -24.2% |
| All | +379.7% | -22.9% | +402.6% | +404.4% |
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