+18.3%
HYG vs FLUT
-50.9%
+69.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -0.7% | +0.4% | -1.2% | -0.7% |
| 30D | -0.7% | +2.5% | -3.3% | -0.9% |
| 3M | -0.2% | -9.2% | +9.0% | +0.2% |
| 6M | +1.4% | -8.2% | +9.7% | +1.6% |
| YTD | +1.5% | -53.2% | +54.7% | +5.6% |
| 1Y | +2.9% | -65.6% | +68.5% | +9.1% |
| 3Y | +25.6% | -43.6% | +69.2% | +27.7% |
| All | +18.3% | -50.9% | +69.2% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling