-11.0%
FLUT vs WY
+7.2%
-18.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.2% |
| 7D | -3.6% | -3.7% | +0.1% | -3.0% |
| 30D | -0.3% | -11.3% | +11.0% | +1.7% |
| 3M | -12.6% | -8.1% | -4.5% | -11.5% |
| 6M | -8.0% | -7.4% | -0.6% | -7.0% |
| YTD | -54.1% | -4.7% | -49.4% | -53.9% |
| 1Y | -66.1% | -9.2% | -56.9% | -65.7% |
| 3Y | -45.0% | -24.7% | -20.3% | -43.1% |
| 5Y | -51.2% | -21.6% | -29.7% | -49.6% |
| All | -11.0% | +7.2% | -18.2% | -7.3% |
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