+2,054.3%
FLUT vs WY
+227.2%
+1,827.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -1.6% | -1.7% | +0.1% | -1.5% |
| 30D | +7.7% | -10.1% | +17.8% | +9.0% |
| 3M | -0.7% | -5.1% | +4.4% | -0.2% |
| 6M | -11.2% | -4.8% | -6.4% | -10.8% |
| YTD | -53.4% | -0.2% | -53.2% | -53.5% |
| 1Y | -65.8% | -6.6% | -59.1% | -65.6% |
| 3Y | -44.9% | -22.7% | -22.2% | -43.8% |
| 5Y | -49.7% | -22.2% | -27.5% | -48.7% |
| 10Y | -9.7% | +7.3% | -17.0% | -10.5% |
| All | +2,054.3% | +227.2% | +1,827.0% | +1,978.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling