-26.8%
FLUT vs WY
+5.0%
-31.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.3% |
| 7D | -0.7% | -0.8% | +0.1% | -0.6% |
| 30D | +9.3% | +10.1% | -0.9% | +7.4% |
| 3M | -17.5% | -15.4% | -2.1% | -15.1% |
| 6M | -14.6% | -8.3% | -6.3% | -13.5% |
| YTD | -62.3% | -9.8% | -52.5% | -61.7% |
| 1Y | -59.6% | -3.9% | -55.8% | -59.5% |
| 3Y | -45.3% | -23.3% | -22.0% | -43.4% |
| 5Y | -50.4% | -31.2% | -19.2% | -48.0% |
| All | -26.8% | +5.0% | -31.9% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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