+713.0%
FSLR vs FLUT
+353.7%
+359.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.3% | +2.8% |
| 7D | +15.3% | -1.1% | +16.4% | +15.4% |
| 30D | +11.7% | +7.7% | +4.0% | +11.1% |
| 3M | -17.6% | -12.2% | -5.5% | -17.1% |
| 6M | -7.7% | -17.6% | +9.8% | -7.1% |
| YTD | -23.0% | -62.0% | +39.0% | -18.6% |
| 1Y | -26.0% | -62.3% | +36.2% | -21.8% |
| 3Y | +36.9% | -52.0% | +88.8% | +41.7% |
| 5Y | +72.9% | -51.8% | +124.7% | +76.6% |
| 10Y | +519.3% | -26.3% | +545.6% | +525.3% |
| All | +713.0% | +353.7% | +359.3% | +769.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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