-50.6%
FLUT vs WY
-20.4%
-30.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.2% |
| 7D | -2.6% | -1.7% | -0.9% | -2.0% |
| 30D | +5.4% | -9.9% | +15.2% | +9.6% |
| 3M | -10.8% | -7.5% | -3.2% | -8.3% |
| 6M | -9.2% | -5.1% | -4.1% | -8.0% |
| YTD | -53.8% | -2.1% | -51.7% | -54.0% |
| 1Y | -66.0% | -7.3% | -58.6% | -65.4% |
| 3Y | -44.7% | -22.6% | -22.0% | -40.8% |
| 5Y | -50.6% | -19.8% | -30.8% | -47.4% |
| All | -50.6% | -20.4% | -30.2% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling