+152.0%
GE vs FLUT
-10.4%
+162.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.5% | -2.6% |
| 7D | -1.2% | -2.6% | +1.4% | -0.9% |
| 30D | -11.3% | +5.4% | -16.6% | -12.1% |
| 3M | -1.4% | -10.8% | +9.4% | -0.4% |
| 6M | +1.2% | -9.2% | +10.4% | +1.7% |
| YTD | +5.9% | -53.8% | +59.7% | +17.1% |
| 1Y | +18.4% | -66.0% | +84.4% | +36.5% |
| 3Y | +271.0% | -44.7% | +315.6% | +293.1% |
| 5Y | +417.9% | -50.6% | +468.5% | +431.6% |
| 10Y | +152.0% | -10.4% | +162.4% | +133.3% |
| All | +152.0% | -10.4% | +162.4% | +133.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling