+627.7%
GEV vs FLUT
-52.5%
+680.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.8% |
| 7D | +3.2% | -2.6% | +5.8% | +3.7% |
| 30D | -4.0% | +5.4% | -9.4% | -5.4% |
| 3M | +3.4% | -10.8% | +14.2% | +5.0% |
| 6M | +14.7% | -9.2% | +23.9% | +14.8% |
| YTD | +45.8% | -53.8% | +99.6% | +93.4% |
| 1Y | +57.4% | -66.0% | +123.3% | +142.4% |
| All | +627.7% | -52.5% | +680.1% | +832.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling